+547.8%
CSCO vs ACM
+230.8%
+317.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -0.7% | -3.7% | +3.1% | +0.6% |
| 30D | -10.1% | -11.1% | +1.0% | -7.2% |
| 3M | -15.7% | -8.0% | -7.7% | -14.2% |
| 6M | +36.3% | -29.7% | +65.9% | +51.3% |
| YTD | +43.8% | -29.4% | +73.2% | +59.3% |
| 1Y | +63.9% | -46.4% | +110.4% | +98.7% |
| 3Y | +104.4% | -22.3% | +126.7% | +115.1% |
| 5Y | +111.4% | +4.5% | +106.9% | +97.6% |
| 10Y | +361.7% | +127.6% | +234.0% | +207.8% |
| All | +547.8% | +230.8% | +317.0% | +221.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling