+89.3%
CSCO vs AA
+52.9%
+36.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -2.3% |
| 7D | -10.2% | +0.9% | -11.1% | -10.3% |
| 30D | -20.1% | -6.7% | -13.4% | -19.4% |
| 3M | -22.4% | -16.3% | -6.0% | -20.8% |
| 6M | +2.8% | -37.1% | +39.9% | +8.4% |
| YTD | +23.6% | -25.0% | +48.6% | +26.3% |
| 1Y | +34.0% | +8.6% | +25.5% | +29.8% |
| 3Y | +89.3% | +57.2% | +32.0% | +66.7% |
| All | +89.3% | +52.9% | +36.4% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling