+116,627.8%
AMAT vs CSCO
+202,231.9%
-85,604.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -7.6% | -6.0% | -8.9% |
| 7D | -24.3% | -11.9% | -12.4% | -17.7% |
| 30D | -39.8% | -18.8% | -21.0% | -31.1% |
| 3M | -40.2% | -21.2% | -19.0% | -30.5% |
| 6M | -22.1% | +1.9% | -24.0% | -23.1% |
| YTD | +24.7% | +26.1% | -1.4% | +7.4% |
| 1Y | +33.3% | +34.7% | -1.4% | +10.2% |
| 3Y | +133.9% | +94.0% | +39.8% | +53.7% |
| 5Y | +117.1% | +91.6% | +25.5% | +44.2% |
| 10Y | +1,158.7% | +323.2% | +835.5% | +422.9% |
| All | +116,627.8% | +202,231.9% | -85,604.1% | +4,327.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling