+263,909.3%
AMZN vs CSCO
+2,387.4%
+261,522.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.5% |
| 7D | -3.0% | -0.7% | -2.3% | -2.6% |
| 30D | -5.2% | -10.1% | +4.9% | +0.5% |
| 3M | +1.9% | -15.7% | +17.5% | +11.1% |
| 6M | +19.2% | +36.3% | -17.0% | -4.0% |
| YTD | +12.0% | +43.8% | -31.8% | -13.6% |
| 1Y | +9.7% | +63.9% | -54.3% | -22.1% |
| 3Y | +87.2% | +104.4% | -17.2% | +15.3% |
| 5Y | +48.7% | +111.4% | -62.7% | -11.2% |
| 10Y | +569.3% | +361.7% | +207.7% | +134.4% |
| All | +263,909.3% | +2,387.4% | +261,522.0% | +18,752.5% |
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