+88.9%
AMD vs CSCO
+32.8%
+56.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.0% | +13.0% | +12.4% |
| 7D | -11.0% | -10.2% | -0.8% | -3.2% |
| 30D | -30.5% | -20.1% | -10.4% | -18.6% |
| 3M | -8.2% | -22.4% | +14.1% | +8.6% |
| 6M | +6.6% | +2.8% | +3.8% | +7.5% |
| YTD | +109.7% | +23.6% | +86.1% | +80.1% |
| 1Y | +88.9% | +34.0% | +54.9% | +50.9% |
| All | +88.9% | +32.8% | +56.1% | +50.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling