+65.5%
CSCO vs AME
+27.2%
+38.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.5% | +2.8% | -3.3% | -1.7% |
| 30D | -10.1% | -6.3% | -3.8% | -7.6% |
| 3M | -11.7% | +5.4% | -17.1% | -13.1% |
| 6M | +40.1% | +7.4% | +32.7% | +35.6% |
| YTD | +43.8% | +16.2% | +27.6% | +38.0% |
| All | +65.5% | +27.2% | +38.3% | +53.8% |
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