+643.8%
AMZN vs CSCO
+334.9%
+309.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.8% | -0.1% |
| 7D | +2.8% | +6.6% | -3.8% | -0.5% |
| 30D | +3.4% | -11.3% | +14.8% | +9.4% |
| 3M | +0.1% | -17.3% | +17.4% | +9.0% |
| 6M | +0.6% | +3.5% | -2.9% | -4.2% |
| YTD | +15.9% | +34.9% | -19.0% | -5.7% |
| 1Y | +9.5% | +40.5% | -31.0% | -13.1% |
| 3Y | +86.3% | +109.3% | -23.0% | +17.0% |
| 5Y | +51.7% | +105.9% | -54.1% | -5.1% |
| All | +643.8% | +334.9% | +309.0% | +225.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling