+264.6%
AMD vs CSCO
+92.6%
+171.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -6.2% | -2.5% | -3.2% |
| 7D | +18.9% | +1.9% | +17.0% | +17.8% |
| 30D | -6.4% | -15.8% | +9.4% | +10.4% |
| 3M | +10.6% | -15.4% | +26.0% | +29.6% |
| 6M | +19.9% | -5.4% | +25.3% | +25.0% |
| YTD | +149.4% | +26.5% | +122.9% | +96.4% |
| 1Y | +115.4% | +25.9% | +89.5% | +70.7% |
| 3Y | +357.3% | +97.5% | +259.7% | +136.6% |
| All | +264.6% | +92.6% | +171.9% | +99.7% |
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