+366.8%
CSCO vs AG
+57.4%
+309.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -0.5% | +4.5% | -5.0% | -0.8% |
| 30D | -10.1% | +12.9% | -23.0% | -10.7% |
| 3M | -11.7% | +20.9% | -32.7% | -12.8% |
| 6M | +40.1% | -19.5% | +59.6% | +40.8% |
| YTD | +43.8% | +24.8% | +19.0% | +40.9% |
| 1Y | +66.6% | +120.2% | -53.6% | +58.2% |
| 3Y | +108.5% | +279.0% | -170.5% | +89.6% |
| 5Y | +114.0% | +67.9% | +46.0% | +99.0% |
| 10Y | +366.8% | +57.5% | +309.3% | +341.5% |
| All | +366.8% | +57.4% | +309.5% | +341.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling