+108.4%
CSCO vs AGI
+214.4%
-106.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.2% |
| 7D | 0.0% | +2.2% | -2.2% | -0.2% |
| 30D | -10.7% | +11.3% | -22.0% | -11.4% |
| 3M | -8.7% | +5.6% | -14.4% | -9.3% |
| 6M | +44.9% | -27.7% | +72.6% | +47.6% |
| YTD | +44.1% | -4.1% | +48.2% | +43.9% |
| 1Y | +65.9% | +13.8% | +52.1% | +63.5% |
| All | +108.4% | +214.4% | -106.0% | +92.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling