+337.5%
AMD vs CSCO
+112.0%
+225.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.5% | +4.2% | +4.2% |
| 7D | +2.6% | -0.7% | +3.2% | +3.2% |
| 30D | -0.9% | -10.1% | +9.2% | +7.4% |
| 3M | -8.7% | -15.7% | +7.0% | +4.8% |
| 6M | +136.3% | +36.3% | +100.1% | +75.1% |
| YTD | +123.0% | +43.8% | +79.2% | +55.7% |
| 1Y | +195.2% | +63.9% | +131.2% | +83.4% |
| 3Y | +336.3% | +104.4% | +232.0% | +121.6% |
| All | +337.5% | +112.0% | +225.5% | +111.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling