+108.4%
CSCO vs AMCR
+8.5%
+99.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +3.0% | +0.7% |
| 7D | 0.0% | -6.3% | +6.3% | +1.0% |
| 30D | -10.7% | -7.1% | -3.6% | -9.7% |
| 3M | -8.7% | +12.7% | -21.4% | -10.9% |
| 6M | +44.9% | +5.2% | +39.8% | +43.1% |
| YTD | +44.1% | +8.1% | +36.1% | +40.7% |
| 1Y | +65.9% | +11.7% | +54.1% | +60.3% |
| All | +108.4% | +8.5% | +99.9% | +99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling