+63.9%
CSCO vs AG
+125.2%
-61.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.7% |
| 7D | -0.7% | +1.0% | -1.7% | -0.7% |
| 30D | -10.1% | +19.2% | -29.3% | -11.2% |
| 3M | -15.7% | +6.2% | -21.8% | -16.4% |
| 6M | +36.3% | -26.7% | +63.0% | +38.0% |
| YTD | +43.8% | +26.1% | +17.7% | +40.8% |
| 1Y | +63.9% | +131.7% | -67.7% | +61.2% |
| All | +63.9% | +125.2% | -61.3% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling