+91.5%
CSCO vs AGI
+243.7%
-152.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.5% | -5.8% | -6.2% |
| 7D | +1.9% | -10.1% | +12.0% | +2.6% |
| 30D | -15.8% | -6.5% | -9.3% | -15.6% |
| 3M | -15.4% | -12.8% | -2.6% | -14.8% |
| 6M | -5.4% | -34.3% | +28.9% | -3.1% |
| YTD | +26.5% | -25.6% | +52.1% | +28.1% |
| 1Y | +25.9% | -14.2% | +40.1% | +26.2% |
| 3Y | +97.5% | +127.3% | -29.7% | +82.7% |
| All | +91.5% | +243.7% | -152.2% | +73.5% |
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 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