+379.9%
CSCO vs AMCR
+14.6%
+365.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +5.9% | +4.9% |
| 7D | +2.7% | -6.3% | +9.0% | +4.9% |
| 30D | -9.5% | -7.8% | -1.7% | -7.1% |
| 3M | -7.6% | +7.5% | -15.2% | -10.5% |
| 6M | +44.9% | +2.7% | +42.2% | +41.6% |
| YTD | +47.7% | +6.0% | +41.7% | +41.6% |
| 1Y | +69.1% | +7.8% | +61.3% | +60.7% |
| 3Y | +113.5% | +5.8% | +107.7% | +99.9% |
| 5Y | +122.8% | -11.6% | +134.4% | +122.3% |
| All | +379.9% | +14.6% | +365.3% | +291.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 10y: compounded portfolio wealth divided by compounded AMCR 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…
10y analysis · Full analysis span regression · 6 months rolling