+103.6%
CSCO vs AMC
-99.1%
+202.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.8% | +2.7% |
| 7D | -2.8% | -2.8% | +0.1% | -2.7% |
| 30D | -12.6% | +14.0% | -26.6% | -13.0% |
| 3M | -16.0% | +42.5% | -58.5% | -17.0% |
| 6M | +2.8% | +142.6% | -139.7% | -0.7% |
| YTD | +33.2% | +119.2% | -86.0% | +28.5% |
| 1Y | +43.1% | +40.7% | +2.4% | +40.0% |
| 3Y | +106.7% | -57.3% | +164.0% | +106.0% |
| 5Y | +103.6% | -99.1% | +202.7% | +121.0% |
| All | +103.6% | -99.1% | +202.7% | +121.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling