+34.6%
CSCO vs AMC
+24.6%
+10.0%
-27.3%
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 | -22.1% | +22.2% | -44.2% | -22.0% |
| 6M | +3.2% | +91.5% | -88.3% | +1.9% |
| YTD | +24.1% | +101.3% | -77.2% | +18.7% |
| 1Y | +34.6% | +20.8% | +13.8% | +32.7% |
| All | +34.6% | +24.6% | +10.0% | +32.7% |
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