+483.6%
CSCO vs AG
+284.3%
+199.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +2.7% |
| 7D | -2.8% | -4.0% | +1.3% | -2.5% |
| 30D | -12.6% | -13.1% | +0.4% | -11.9% |
| 3M | -16.0% | -22.0% | +6.0% | -14.8% |
| 6M | +2.8% | -37.3% | +40.1% | +5.5% |
| YTD | +33.2% | -11.2% | +44.4% | +32.4% |
| 1Y | +43.1% | +23.9% | +19.2% | +38.7% |
| 3Y | +106.7% | +225.1% | -118.5% | +82.5% |
| 5Y | +103.6% | +7.7% | +95.8% | +90.0% |
| 10Y | +330.5% | +86.9% | +243.6% | +261.6% |
| All | +483.6% | +284.3% | +199.3% | +230.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling