+198,812.9%
CSCO vs AME
+20,710.1%
+178,102.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -4.7% | -4.1% | -0.5% | -3.0% |
| 30D | -17.1% | -4.1% | -13.0% | -15.7% |
| 3M | -19.6% | -5.6% | -14.0% | -17.7% |
| 6M | +2.4% | +2.8% | -0.4% | +1.1% |
| YTD | +29.8% | +16.6% | +13.2% | +21.4% |
| 1Y | +38.7% | +21.1% | +17.6% | +27.6% |
| 3Y | +101.3% | +61.1% | +40.3% | +62.6% |
| 5Y | +94.8% | +76.6% | +18.3% | +50.7% |
| 10Y | +324.2% | +431.3% | -107.1% | +111.0% |
| All | +198,812.9% | +20,710.1% | +178,102.8% | +37,360.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling