+530.1%
CSCO vs AG
+445.6%
+84.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.7% |
| 7D | -0.7% | +1.0% | -1.7% | -0.8% |
| 30D | -10.1% | +19.2% | -29.3% | -11.3% |
| 3M | -15.7% | +6.2% | -21.8% | -16.3% |
| 6M | +36.3% | -26.7% | +63.0% | +38.1% |
| YTD | +43.8% | +26.1% | +17.7% | +39.7% |
| 1Y | +63.9% | +131.7% | -67.7% | +51.8% |
| 3Y | +104.4% | +255.3% | -151.0% | +79.2% |
| 5Y | +111.4% | +61.9% | +49.4% | +92.0% |
| 10Y | +361.7% | +72.0% | +289.6% | +291.3% |
| All | +530.1% | +445.6% | +84.5% | +248.4% |
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