+89.3%
CSCO vs ACM
-12.3%
+101.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -10.2% | +5.4% | -15.6% | -11.3% |
| 30D | -20.1% | +15.1% | -35.2% | -22.7% |
| 3M | -22.4% | -10.5% | -11.9% | -20.1% |
| 6M | +2.8% | -19.7% | +22.5% | +9.2% |
| YTD | +23.6% | -28.8% | +52.4% | +37.4% |
| 1Y | +34.0% | -47.9% | +81.9% | +64.4% |
| 3Y | +89.3% | -12.4% | +101.6% | +87.5% |
| All | +89.3% | -12.3% | +101.6% | +87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling