+319.3%
CSCO vs ACM
+132.1%
+187.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -4.7% | +6.6% | -11.3% | -6.6% |
| 30D | -17.1% | +19.8% | -36.9% | -22.0% |
| 3M | -19.6% | -3.1% | -16.5% | -19.4% |
| 6M | +2.4% | -11.5% | +13.9% | +5.2% |
| YTD | +29.8% | -24.7% | +54.5% | +40.9% |
| 1Y | +38.7% | -45.1% | +83.7% | +67.8% |
| 3Y | +101.3% | -8.9% | +110.2% | +100.3% |
| 5Y | +94.8% | +5.4% | +89.4% | +81.1% |
| All | +319.3% | +132.1% | +187.3% | +179.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling