+122.0%
CSCO vs AGI
+400.3%
-278.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.7% | +4.3% |
| 7D | +2.7% | -2.7% | +5.4% | +2.9% |
| 30D | -9.5% | +7.2% | -16.7% | -9.9% |
| 3M | -7.6% | +4.3% | -11.9% | -8.1% |
| 6M | +44.9% | -27.1% | +72.0% | +47.4% |
| YTD | +47.7% | -6.6% | +54.3% | +47.5% |
| 1Y | +69.1% | +9.5% | +59.6% | +66.7% |
| 3Y | +113.5% | +208.4% | -94.9% | +94.8% |
| All | +122.0% | +400.3% | -278.3% | +98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling