+13,074.3%
AMD vs CSCO
+230,725.8%
-217,651.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.5% | +4.2% | +4.4% |
| 7D | +2.6% | -0.7% | +3.2% | +3.0% |
| 30D | -0.9% | -10.1% | +9.2% | +4.9% |
| 3M | -8.7% | -15.7% | +7.0% | +0.8% |
| 6M | +136.3% | +36.3% | +100.1% | +96.3% |
| YTD | +123.0% | +43.8% | +79.2% | +79.2% |
| 1Y | +195.2% | +63.9% | +131.2% | +121.2% |
| 3Y | +336.3% | +104.4% | +232.0% | +189.4% |
| 5Y | +334.5% | +111.4% | +223.1% | +185.4% |
| 10Y | +6,259.1% | +361.7% | +5,897.4% | +2,651.0% |
| All | +13,074.3% | +230,725.8% | -217,651.5% | +694.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling