+701.2%
CSCO vs APTV
+138.1%
+563.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.2% | -6.1% | -6.2% |
| 7D | +1.9% | -1.7% | +3.7% | +2.4% |
| 30D | -15.8% | -11.6% | -4.2% | -13.3% |
| 3M | -15.4% | -21.2% | +5.8% | -10.4% |
| 6M | -5.4% | -28.5% | +23.1% | +1.5% |
| YTD | +26.5% | -49.1% | +75.5% | +46.9% |
| 1Y | +25.9% | -52.2% | +78.1% | +48.5% |
| 3Y | +97.5% | -48.6% | +146.2% | +120.9% |
| 5Y | +93.0% | -77.3% | +170.3% | +160.7% |
| 10Y | +308.6% | -26.9% | +335.5% | +256.3% |
| All | +701.2% | +138.1% | +563.2% | +306.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded APTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling