+6,351.7%
AMD vs CSCO
+309.5%
+6,042.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.0% | +13.0% | +12.6% |
| 7D | -11.0% | -10.2% | -0.8% | -2.1% |
| 30D | -30.5% | -20.1% | -10.4% | -15.7% |
| 3M | -8.2% | -22.1% | +13.8% | +12.8% |
| 6M | +6.6% | +3.2% | +3.4% | +2.8% |
| YTD | +109.7% | +24.1% | +85.6% | +71.4% |
| 1Y | +88.9% | +34.6% | +54.4% | +44.3% |
| 3Y | +301.8% | +90.0% | +211.8% | +129.7% |
| 5Y | +229.4% | +88.6% | +140.8% | +89.3% |
| All | +6,351.7% | +309.5% | +6,042.3% | +2,464.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling