+132.8%
AMAT vs CSCO
+94.2%
+38.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -7.6% | -6.0% | -8.1% |
| 7D | -24.3% | -11.9% | -12.4% | -16.7% |
| 30D | -39.8% | -18.8% | -21.0% | -29.9% |
| 3M | -40.2% | -21.2% | -19.0% | -29.2% |
| 6M | -22.1% | +1.9% | -24.0% | -22.5% |
| YTD | +24.7% | +26.1% | -1.4% | +5.7% |
| 1Y | +33.3% | +34.7% | -1.4% | +7.8% |
| All | +132.8% | +94.2% | +38.7% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling