+40.5%
CSCO vs AME
+22.2%
+18.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.7% | +0.9% |
| 7D | +6.6% | +8.1% | -1.5% | +2.3% |
| 30D | -11.3% | -3.8% | -7.6% | -9.8% |
| 3M | -17.3% | -6.6% | -10.7% | -14.8% |
| 6M | +3.5% | +4.6% | -1.0% | +1.7% |
| YTD | +34.9% | +17.9% | +16.9% | +28.0% |
| 1Y | +40.5% | +23.2% | +17.2% | +32.4% |
| All | +40.5% | +22.2% | +18.2% | +32.4% |
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