+196.6%
AMD vs CSCO
+90.6%
+106.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -7.6% | -9.6% | -10.7% |
| 7D | -28.6% | -11.9% | -16.8% | -19.5% |
| 30D | -37.7% | -18.8% | -18.9% | -24.8% |
| 3M | -16.1% | -21.2% | +5.1% | +3.0% |
| 6M | +13.8% | +1.9% | +11.9% | +10.1% |
| YTD | +88.8% | +26.1% | +62.8% | +48.8% |
| 1Y | +57.8% | +34.7% | +23.1% | +16.9% |
| 3Y | +260.3% | +94.0% | +166.2% | +90.0% |
| 5Y | +196.6% | +91.6% | +105.0% | +63.2% |
| All | +196.6% | +90.6% | +106.1% | +63.2% |
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