+663.7%
CSCO vs AMC
-98.1%
+761.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | +0.4% |
| 7D | -0.7% | +2.3% | -3.0% | -0.7% |
| 30D | -10.1% | -0.7% | -9.4% | -10.1% |
| 3M | -15.7% | +35.2% | -50.9% | -16.6% |
| 6M | +36.3% | +124.6% | -88.3% | +32.7% |
| YTD | +43.8% | +69.9% | -26.0% | +40.9% |
| 1Y | +63.9% | -2.6% | +66.5% | +62.7% |
| 3Y | +104.4% | -79.8% | +184.1% | +106.6% |
| 5Y | +111.4% | -99.4% | +210.7% | +124.7% |
| 10Y | +361.7% | -98.9% | +460.6% | +368.4% |
| All | +663.7% | -98.1% | +761.8% | +594.1% |
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 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