+556.4%
CSCO vs AMC
-97.7%
+654.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.0% |
| 7D | -10.2% | +2.6% | -12.8% | -10.3% |
| 30D | -20.1% | +9.0% | -29.1% | -20.2% |
| 3M | -22.4% | +22.2% | -44.5% | -22.8% |
| 6M | +2.8% | +91.5% | -88.7% | +0.6% |
| YTD | +23.6% | +101.3% | -77.7% | +20.5% |
| 1Y | +34.0% | +20.8% | +13.3% | +32.3% |
| 3Y | +89.3% | -71.3% | +160.6% | +90.3% |
| 5Y | +87.9% | -99.2% | +187.1% | +98.7% |
| 10Y | +314.9% | -98.7% | +413.6% | +321.8% |
| All | +556.4% | -97.7% | +654.1% | +493.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling