+324.2%
CSCO vs AG
+64.1%
+260.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.9% | +5.4% | -0.2% |
| 7D | -4.7% | +6.0% | -10.6% | -5.0% |
| 30D | -17.1% | -13.5% | -3.6% | -16.5% |
| 3M | -19.6% | -20.7% | +1.1% | -18.8% |
| 6M | +2.4% | -31.5% | +34.0% | +3.8% |
| YTD | +29.8% | -10.1% | +39.9% | +29.2% |
| 1Y | +38.7% | +26.0% | +12.7% | +35.6% |
| 3Y | +101.3% | +228.9% | -127.6% | +84.7% |
| 5Y | +94.8% | +8.7% | +86.2% | +84.8% |
| 10Y | +324.2% | +71.9% | +252.3% | +289.1% |
| All | +324.2% | +64.1% | +260.1% | +289.1% |
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