+199,826.1%
CSCO vs AA
+290.3%
+199,535.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.8% | -0.7% | +3.6% |
| 7D | -2.9% | +4.8% | -7.7% | -4.0% |
| 30D | -16.7% | -0.6% | -16.0% | -16.6% |
| 3M | -18.4% | -16.3% | -2.2% | -15.1% |
| 6M | +2.9% | -33.4% | +36.3% | +12.4% |
| YTD | +30.4% | -20.7% | +51.1% | +34.0% |
| 1Y | +41.4% | +12.9% | +28.4% | +31.8% |
| 3Y | +104.7% | +75.7% | +28.9% | +58.2% |
| 5Y | +96.9% | -6.8% | +103.7% | +63.5% |
| 10Y | +321.5% | +53.6% | +267.8% | +141.5% |
| All | +199,826.1% | +290.3% | +199,535.8% | +56,392.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling