+359.9%
CSCO vs AGI
+388.9%
-29.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.7% |
| 7D | -1.1% | -5.3% | +4.2% | -0.9% |
| 30D | -10.8% | +6.8% | -17.5% | -10.9% |
| 3M | -9.2% | +8.3% | -17.5% | -9.5% |
| 6M | +39.5% | -29.2% | +68.8% | +40.5% |
| YTD | +41.5% | -7.3% | +48.8% | +41.5% |
| 1Y | +61.0% | +8.0% | +52.9% | +60.4% |
| 3Y | +105.2% | +206.6% | -101.4% | +100.9% |
| 5Y | +113.4% | +398.1% | -284.7% | +108.0% |
| All | +359.9% | +388.9% | -29.0% | +363.3% |
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