+189,363.8%
CSCO vs AA
+269.0%
+189,094.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -2.7% |
| 7D | -10.2% | +0.9% | -11.1% | -10.4% |
| 30D | -20.1% | -6.7% | -13.4% | -18.7% |
| 3M | -22.4% | -16.3% | -6.0% | -19.2% |
| 6M | +2.8% | -37.1% | +39.9% | +13.9% |
| YTD | +23.6% | -25.0% | +48.6% | +28.8% |
| 1Y | +34.0% | +8.6% | +25.5% | +26.2% |
| 3Y | +89.3% | +57.2% | +32.0% | +50.6% |
| 5Y | +87.9% | -13.0% | +100.9% | +58.7% |
| 10Y | +314.9% | +65.5% | +249.4% | +130.4% |
| All | +189,363.8% | +269.0% | +189,094.8% | +54,192.7% |
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 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