+39.4%
CSCO vs AMC
+40.5%
-1.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.3% | -3.2% | +4.9% |
| 7D | -2.9% | +6.6% | -9.5% | -2.9% |
| 30D | -16.7% | +14.1% | -30.8% | -16.7% |
| 3M | -18.4% | +31.3% | -49.7% | -18.5% |
| 6M | +2.9% | +126.7% | -123.7% | +1.0% |
| YTD | +30.4% | +117.9% | -87.5% | +24.4% |
| All | +39.4% | +40.5% | -1.1% | +36.2% |
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