+40.5%
CSCO vs AG
+15.8%
+24.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.3% | +6.5% | +1.7% |
| 7D | +6.6% | -6.0% | +12.6% | +7.1% |
| 30D | -11.3% | -14.3% | +3.0% | -10.4% |
| 3M | -17.3% | -26.9% | +9.6% | -15.7% |
| 6M | +3.5% | -42.1% | +45.6% | +6.3% |
| YTD | +34.9% | -15.9% | +50.7% | +35.4% |
| 1Y | +40.5% | +11.5% | +29.0% | +40.3% |
| All | +40.5% | +15.8% | +24.6% | +40.3% |
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