+113.3%
CSCO vs AME
+82.5%
+30.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.2% |
| 7D | -0.7% | +0.6% | -1.3% | -1.0% |
| 30D | -10.1% | -6.7% | -3.4% | -7.0% |
| 3M | -15.7% | +4.1% | -19.8% | -17.3% |
| 6M | +36.3% | +1.6% | +34.7% | +34.6% |
| YTD | +43.8% | +16.1% | +27.7% | +33.1% |
| 1Y | +63.9% | +27.3% | +36.6% | +44.5% |
| 3Y | +104.4% | +50.9% | +53.5% | +61.3% |
| All | +113.3% | +82.5% | +30.8% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling