+25.9%
CSCO vs AA
-0.3%
+26.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.8% | -4.5% | -6.0% |
| 7D | +1.9% | +0.5% | +1.4% | +1.9% |
| 30D | -15.8% | -0.6% | -15.2% | -15.8% |
| 3M | -15.4% | -19.7% | +4.3% | -13.7% |
| 6M | -5.4% | -41.6% | +36.2% | -0.5% |
| YTD | +26.5% | -24.6% | +51.1% | +29.6% |
| 1Y | +25.9% | +4.9% | +21.0% | +25.2% |
| All | +25.9% | -0.3% | +26.2% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling