+377.3%
CSCO vs AME
+425.2%
-47.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.6% |
| 7D | 0.0% | +1.3% | -1.3% | -0.8% |
| 30D | -10.7% | -6.6% | -4.2% | -7.2% |
| 3M | -8.7% | +3.0% | -11.7% | -10.3% |
| 6M | +44.9% | +5.3% | +39.6% | +39.9% |
| YTD | +44.1% | +15.4% | +28.7% | +31.9% |
| 1Y | +65.9% | +26.8% | +39.1% | +43.2% |
| 3Y | +109.0% | +56.5% | +52.5% | +55.6% |
| 5Y | +114.8% | +85.2% | +29.5% | +41.9% |
| 10Y | +377.3% | +428.5% | -51.2% | +93.0% |
| All | +377.3% | +425.2% | -47.9% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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