+1,170.8%
AMAT vs CSCO
+305.1%
+865.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.2% | +5.8% |
| 7D | -14.7% | -10.2% | -4.5% | -6.7% |
| 30D | -36.1% | -20.1% | -16.0% | -23.2% |
| 3M | -36.9% | -22.1% | -14.8% | -23.1% |
| 6M | -22.2% | +3.2% | -25.4% | -24.7% |
| YTD | +29.9% | +24.1% | +5.8% | +7.0% |
| 1Y | +43.3% | +34.6% | +8.7% | +10.4% |
| 3Y | +142.7% | +90.0% | +52.7% | +39.6% |
| 5Y | +126.2% | +88.6% | +37.6% | +29.6% |
| All | +1,170.8% | +305.1% | +865.7% | +335.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSCO.
Daily Out/Under-Performance
Portfolio return minus CSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSCO 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 10y: compounded portfolio wealth divided by compounded CSCO 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…
10y analysis · Full analysis span regression · 6 months rolling