+206,635.6%
CSCO vs AFL
+22,843.3%
+183,792.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | +6.6% | +0.2% | +6.4% | +6.5% |
| 30D | -11.3% | +8.6% | -20.0% | -13.8% |
| 3M | -17.3% | +5.3% | -22.7% | -18.9% |
| 6M | +3.5% | +10.0% | -6.5% | -0.1% |
| YTD | +34.9% | +16.5% | +18.4% | +27.5% |
| 1Y | +40.5% | +12.7% | +27.8% | +34.1% |
| 3Y | +109.3% | +65.5% | +43.8% | +74.1% |
| 5Y | +105.9% | +148.5% | -42.6% | +49.0% |
| 10Y | +335.8% | +339.2% | -3.4% | +152.6% |
| All | +206,635.6% | +22,843.3% | +183,792.3% | +25,395.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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