+117.4%
CSCO vs AMCR
-9.3%
+126.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +3.0% | +1.0% |
| 7D | 0.0% | -6.3% | +6.3% | +1.7% |
| 30D | -10.7% | -7.1% | -3.6% | -9.0% |
| 3M | -8.7% | +12.7% | -21.4% | -12.3% |
| 6M | +44.9% | +5.2% | +39.8% | +41.5% |
| YTD | +44.1% | +8.1% | +36.1% | +38.5% |
| 1Y | +65.9% | +11.7% | +54.1% | +57.0% |
| 3Y | +109.0% | +9.9% | +99.1% | +93.2% |
| All | +117.4% | -9.3% | +126.7% | +119.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling