+261.9%
AMD vs CSCO
+94.2%
+167.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -7.6% | -9.6% | -11.2% |
| 7D | -28.6% | -11.9% | -16.8% | -20.3% |
| 30D | -37.7% | -18.8% | -18.9% | -26.1% |
| 3M | -16.1% | -21.2% | +5.1% | +1.0% |
| 6M | +13.8% | +1.9% | +11.9% | +11.2% |
| YTD | +88.8% | +26.1% | +62.8% | +52.3% |
| 1Y | +57.8% | +34.7% | +23.1% | +20.1% |
| All | +261.9% | +94.2% | +167.7% | +106.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling