+276,532.2%
AMZN vs CSCO
+2,144.3%
+274,387.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.8% |
| 7D | +8.0% | -4.7% | +12.7% | +10.9% |
| 30D | +3.2% | -17.1% | +20.3% | +14.8% |
| 3M | -2.6% | -19.6% | +17.0% | +9.6% |
| 6M | -0.7% | +2.4% | -3.1% | -5.4% |
| YTD | +17.4% | +29.8% | -12.4% | -4.4% |
| 1Y | +9.0% | +38.7% | -29.6% | -14.9% |
| 3Y | +88.7% | +101.3% | -12.7% | +16.3% |
| 5Y | +55.6% | +94.8% | -39.3% | -3.0% |
| 10Y | +629.7% | +324.2% | +305.5% | +166.9% |
| All | +276,532.2% | +2,144.3% | +274,387.9% | +20,760.5% |
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