+722.3%
CSCO vs APTV
+143.1%
+579.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.3% |
| 7D | -4.7% | -4.3% | -0.4% | -3.6% |
| 30D | -17.1% | -9.7% | -7.4% | -15.0% |
| 3M | -19.6% | -20.6% | +0.9% | -15.1% |
| 6M | +2.4% | -31.7% | +34.1% | +11.1% |
| YTD | +29.8% | -48.0% | +77.8% | +49.9% |
| 1Y | +38.7% | -52.1% | +90.7% | +63.5% |
| 3Y | +101.3% | -47.9% | +149.2% | +124.4% |
| 5Y | +94.8% | -76.9% | +171.7% | +162.2% |
| 10Y | +324.2% | -26.7% | +350.9% | +270.4% |
| All | +722.3% | +143.1% | +579.2% | +314.9% |
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