+220,352.3%
CSCO vs AA
+365.2%
+219,987.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.7% | +1.1% |
| 7D | -0.7% | -0.7% | 0.0% | -0.5% |
| 30D | -10.1% | +5.0% | -15.1% | -11.5% |
| 3M | -15.7% | -35.8% | +20.1% | -6.5% |
| 6M | +36.3% | -18.4% | +54.7% | +40.3% |
| YTD | +43.8% | -5.5% | +49.3% | +41.6% |
| 1Y | +63.9% | +61.0% | +3.0% | +38.5% |
| 3Y | +104.4% | +66.2% | +38.1% | +60.0% |
| 5Y | +111.4% | +11.4% | +100.0% | +65.8% |
| 10Y | +361.7% | +116.9% | +244.8% | +138.0% |
| All | +220,352.3% | +365.2% | +219,987.1% | +59,593.1% |
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