+39.4%
CSCO vs AME
+21.9%
+17.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.2% | +0.9% | +2.9% |
| 7D | -2.9% | -1.5% | -1.4% | -2.3% |
| 30D | -16.7% | -4.2% | -12.5% | -15.0% |
| 3M | -18.4% | -5.9% | -12.5% | -16.2% |
| 6M | +2.9% | +2.8% | +0.1% | +1.9% |
| YTD | +30.4% | +16.6% | +13.9% | +25.1% |
| All | +39.4% | +21.9% | +17.5% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling