+34.0%
CSCO vs AMC
+24.6%
+9.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.0% |
| 7D | -10.2% | +2.6% | -12.8% | -10.1% |
| 30D | -20.1% | +9.0% | -29.1% | -20.0% |
| 3M | -22.4% | +22.2% | -44.5% | -22.3% |
| 6M | +2.8% | +91.5% | -88.7% | +1.5% |
| YTD | +23.6% | +101.3% | -77.7% | +18.2% |
| 1Y | +34.0% | +20.8% | +13.3% | +32.2% |
| All | +34.0% | +24.6% | +9.4% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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