+88.1%
CSCO vs AME
+66.2%
+21.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.5% | -3.2% |
| 7D | -10.2% | -5.2% | -5.0% | -7.9% |
| 30D | -20.1% | -8.0% | -12.0% | -16.8% |
| 3M | -22.4% | -8.9% | -13.5% | -18.8% |
| 6M | +2.8% | -5.0% | +7.8% | +5.2% |
| YTD | +23.6% | +11.9% | +11.7% | +16.5% |
| 1Y | +34.0% | +16.6% | +17.4% | +23.6% |
| 3Y | +89.3% | +62.5% | +26.8% | +42.5% |
| All | +88.1% | +66.2% | +21.8% | +32.3% |
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