+247.2%
AMAT vs CSCO
+112.0%
+135.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +3.9% |
| 7D | -1.5% | -0.7% | -0.8% | -1.0% |
| 30D | -14.8% | -10.1% | -4.7% | -7.8% |
| 3M | -9.3% | -15.7% | +6.4% | +3.4% |
| 6M | +27.4% | +36.3% | -8.9% | -0.3% |
| YTD | +77.6% | +43.8% | +33.7% | +32.0% |
| 1Y | +188.9% | +63.9% | +125.0% | +92.7% |
| 3Y | +202.3% | +104.4% | +97.9% | +70.4% |
| All | +247.2% | +112.0% | +135.2% | +91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling