+911.0%
CSCO vs AMCR
+100.2%
+810.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -0.7% | -1.9% | +1.2% | -0.2% |
| 30D | -10.1% | -4.1% | -6.0% | -9.2% |
| 3M | -15.7% | +21.7% | -37.4% | -20.3% |
| 6M | +36.3% | +1.5% | +34.8% | +34.6% |
| YTD | +43.8% | +13.1% | +30.7% | +37.2% |
| 1Y | +63.9% | +13.0% | +50.9% | +56.2% |
| 3Y | +104.4% | +6.9% | +97.4% | +95.2% |
| 5Y | +111.4% | -10.5% | +121.8% | +111.2% |
| 10Y | +361.7% | +20.9% | +340.8% | +308.0% |
| All | +911.0% | +100.2% | +810.8% | +783.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling