+308.5%
CSCO vs AGI
+389.5%
-81.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.5% | -5.8% | -6.2% |
| 7D | +1.9% | -10.1% | +12.0% | +2.2% |
| 30D | -15.8% | -6.5% | -9.3% | -15.7% |
| 3M | -15.4% | -12.8% | -2.6% | -15.2% |
| 6M | -5.4% | -34.3% | +28.9% | -4.6% |
| YTD | +26.5% | -25.6% | +52.1% | +27.1% |
| 1Y | +25.9% | -14.2% | +40.1% | +26.2% |
| 3Y | +97.5% | +127.3% | -29.7% | +94.5% |
| 5Y | +93.0% | +241.8% | -148.7% | +89.0% |
| All | +308.5% | +389.5% | -81.0% | +304.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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