+321.5%
CSCO vs AME
+465.0%
-143.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.2% | +0.9% | +2.7% |
| 7D | -2.9% | -1.5% | -1.4% | -2.1% |
| 30D | -16.7% | -4.2% | -12.5% | -14.7% |
| 3M | -18.4% | -5.9% | -12.5% | -15.7% |
| 6M | +2.9% | +2.8% | +0.1% | +1.0% |
| YTD | +30.4% | +16.6% | +13.9% | +18.6% |
| 1Y | +41.4% | +22.1% | +19.3% | +25.0% |
| 3Y | +104.7% | +64.7% | +40.0% | +47.7% |
| 5Y | +96.9% | +76.6% | +20.4% | +34.0% |
| 10Y | +321.5% | +443.9% | -122.4% | +76.7% |
| All | +321.5% | +465.0% | -143.5% | +76.7% |
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