+154.1%
AMAT vs CSCO
+105.5%
+48.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.8% | -4.5% |
| 7D | +19.3% | +6.6% | +12.8% | +13.7% |
| 30D | -17.9% | -11.3% | -6.6% | -9.4% |
| 3M | -30.4% | -17.3% | -13.1% | -19.5% |
| 6M | -11.4% | +3.5% | -15.0% | -13.9% |
| YTD | +48.8% | +34.9% | +13.9% | +16.2% |
| 1Y | +66.0% | +40.5% | +25.5% | +25.5% |
| 3Y | +158.8% | +109.3% | +49.6% | +41.8% |
| All | +154.1% | +105.5% | +48.6% | +42.6% |
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