+25.9%
CSCO vs AMC
+33.2%
-7.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.7% | -3.5% | -6.2% |
| 7D | +1.9% | +3.5% | -1.6% | +1.8% |
| 30D | -15.8% | +12.5% | -28.3% | -15.8% |
| 3M | -15.4% | +23.6% | -39.0% | -15.5% |
| 6M | -5.4% | +144.4% | -149.8% | -8.1% |
| YTD | +26.5% | +108.3% | -81.9% | +20.2% |
| 1Y | +25.9% | +38.9% | -13.0% | +25.1% |
| All | +25.9% | +33.2% | -7.3% | +25.1% |
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