+6,406.4%
AMD vs CSCO
+360.2%
+6,046.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.5% | +4.2% | +4.3% |
| 7D | +2.6% | -0.7% | +3.2% | +3.2% |
| 30D | -0.9% | -10.1% | +9.2% | +7.3% |
| 3M | -8.7% | -15.7% | +7.0% | +4.7% |
| 6M | +136.3% | +36.3% | +100.1% | +78.3% |
| YTD | +123.0% | +43.8% | +79.2% | +59.6% |
| 1Y | +195.2% | +63.9% | +131.2% | +90.0% |
| 3Y | +336.3% | +104.4% | +232.0% | +132.4% |
| 5Y | +334.5% | +111.4% | +223.1% | +123.7% |
| All | +6,406.4% | +360.2% | +6,046.2% | +1,898.8% |
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