+565.7%
AMZN vs CSCO
+393.0%
+172.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.4% | -2.4% | -0.2% |
| 7D | -0.7% | +2.7% | -3.4% | -2.0% |
| 30D | -3.9% | -9.5% | +5.6% | +0.6% |
| 3M | +6.3% | -7.6% | +13.9% | +9.5% |
| 6M | +20.8% | +44.9% | -24.1% | -3.6% |
| YTD | +11.2% | +47.7% | -36.4% | -13.1% |
| 1Y | +11.7% | +69.1% | -57.4% | -19.5% |
| 3Y | +79.4% | +113.5% | -34.1% | +12.6% |
| 5Y | +48.0% | +122.8% | -74.7% | -10.7% |
| All | +565.7% | +393.0% | +172.7% | +168.1% |
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