+85.9%
AMZN vs CSCO
+108.2%
-22.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.8% | -0.5% | +1.3% | +1.0% |
| 30D | -6.4% | -10.1% | +3.7% | -3.0% |
| 3M | +4.8% | -11.7% | +16.5% | +9.0% |
| 6M | +20.5% | +40.1% | -19.6% | +0.1% |
| YTD | +11.3% | +43.8% | -32.5% | -10.1% |
| 1Y | +9.0% | +66.6% | -57.7% | -20.0% |
| 3Y | +85.9% | +108.5% | -22.6% | +23.3% |
| All | +85.9% | +108.2% | -22.3% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling