+61.0%
CSCO vs AGI
+9.6%
+51.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.6% |
| 7D | -1.1% | -5.3% | +4.2% | -0.7% |
| 30D | -10.8% | +6.8% | -17.5% | -11.2% |
| 3M | -9.2% | +8.3% | -17.5% | -10.0% |
| 6M | +39.5% | -29.2% | +68.8% | +43.1% |
| YTD | +41.5% | -7.3% | +48.8% | +42.5% |
| 1Y | +61.0% | +8.0% | +52.9% | +59.7% |
| All | +61.0% | +9.6% | +51.3% | +59.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling