+788.9%
CSCO vs AMCR
+100.3%
+688.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | 0.0% | -6.2% | -6.2% |
| 7D | +1.9% | -2.4% | +4.3% | +2.5% |
| 30D | -15.8% | +3.6% | -19.4% | -16.7% |
| 3M | -15.4% | -4.2% | -11.2% | -14.7% |
| 6M | -5.4% | +15.5% | -20.9% | -9.8% |
| YTD | +26.5% | +9.7% | +16.7% | +21.3% |
| 1Y | +25.9% | +8.3% | +17.6% | +21.1% |
| 3Y | +97.5% | +15.4% | +82.2% | +84.2% |
| 5Y | +93.0% | -9.1% | +102.1% | +91.6% |
| 10Y | +308.6% | +18.6% | +290.0% | +259.8% |
| All | +788.9% | +100.3% | +688.6% | +674.3% |
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 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