+1,338.1%
AMAT vs CSCO
+325.2%
+1,013.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.9% |
| 7D | -2.5% | -4.7% | +2.2% | +2.0% |
| 30D | -26.5% | -17.1% | -9.4% | -14.0% |
| 3M | -28.6% | -19.6% | -9.0% | -14.9% |
| 6M | -14.2% | +2.4% | -16.7% | -16.3% |
| YTD | +45.5% | +29.8% | +15.7% | +15.9% |
| 1Y | +59.3% | +38.7% | +20.7% | +20.2% |
| 3Y | +153.1% | +101.3% | +51.8% | +39.3% |
| 5Y | +158.2% | +94.8% | +63.3% | +44.6% |
| All | +1,338.1% | +325.2% | +1,013.0% | +382.3% |
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