+121,551.0%
AMAT vs CSCO
+198,279.1%
-76,728.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.2% | +5.4% |
| 7D | -14.7% | -10.2% | -4.5% | -8.5% |
| 30D | -36.1% | -20.1% | -16.0% | -26.2% |
| 3M | -36.9% | -22.4% | -14.5% | -26.1% |
| 6M | -22.2% | +2.8% | -25.0% | -23.6% |
| YTD | +29.9% | +23.6% | +6.3% | +13.2% |
| 1Y | +43.3% | +34.0% | +9.2% | +18.7% |
| 3Y | +142.7% | +89.3% | +53.4% | +61.9% |
| 5Y | +126.2% | +87.9% | +38.4% | +52.0% |
| 10Y | +1,211.7% | +314.9% | +896.8% | +451.3% |
| All | +121,551.0% | +198,279.1% | -76,728.1% | +4,567.3% |
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 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