+443.6%
CSCO vs AG
+294.5%
+149.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.1% |
| 7D | -10.2% | +6.3% | -16.5% | -10.6% |
| 30D | -20.1% | -8.9% | -11.1% | -19.6% |
| 3M | -22.1% | -12.2% | -9.9% | -21.6% |
| 6M | +3.2% | -28.3% | +31.5% | +4.9% |
| YTD | +24.1% | -8.8% | +32.9% | +23.1% |
| 1Y | +34.6% | +39.4% | -4.8% | +29.3% |
| 3Y | +90.0% | +229.4% | -139.4% | +67.6% |
| 5Y | +88.6% | +14.5% | +74.0% | +75.3% |
| 10Y | +316.5% | +82.7% | +233.8% | +250.1% |
| All | +443.6% | +294.5% | +149.2% | +206.9% |
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