+101.3%
CSCO vs AMC
-58.9%
+160.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.6% |
| 7D | -4.7% | +5.5% | -10.2% | -4.8% |
| 30D | -17.1% | +16.1% | -33.2% | -17.4% |
| 3M | -19.6% | +43.0% | -62.6% | -20.5% |
| 6M | +2.4% | +130.7% | -128.3% | -1.0% |
| YTD | +29.8% | +121.8% | -92.0% | +25.0% |
| 1Y | +38.7% | +40.7% | -2.0% | +35.7% |
| 3Y | +101.3% | -56.8% | +158.1% | +114.8% |
| All | +101.3% | -58.9% | +160.2% | +114.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling