+11,055.9%
AMD vs CSCO
+202,231.9%
-191,176.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -7.6% | -9.6% | -12.9% |
| 7D | -28.6% | -11.9% | -16.8% | -22.6% |
| 30D | -37.7% | -18.8% | -18.9% | -29.2% |
| 3M | -16.1% | -21.2% | +5.1% | -3.3% |
| 6M | +13.8% | +1.9% | +11.9% | +12.6% |
| YTD | +88.8% | +26.1% | +62.8% | +65.2% |
| 1Y | +57.8% | +34.7% | +23.1% | +33.1% |
| 3Y | +260.3% | +94.0% | +166.2% | +148.4% |
| 5Y | +196.6% | +91.6% | +105.0% | +108.4% |
| 10Y | +6,064.6% | +323.2% | +5,741.5% | +2,732.2% |
| All | +11,055.9% | +202,231.9% | -191,176.1% | +632.5% |
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