+1,451.3%
CSCO vs AMT
+1,311.4%
+139.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | -0.7% | -0.2% | -0.4% | -0.6% |
| 30D | -10.1% | +4.6% | -14.8% | -11.3% |
| 3M | -15.7% | -8.4% | -7.2% | -14.2% |
| 6M | +36.3% | -6.0% | +42.3% | +37.2% |
| YTD | +43.8% | +2.1% | +41.7% | +41.1% |
| 1Y | +63.9% | -6.4% | +70.3% | +64.1% |
| 3Y | +104.4% | +8.1% | +96.3% | +92.6% |
| 5Y | +111.4% | -31.9% | +143.3% | +122.8% |
| 10Y | +361.7% | +97.1% | +264.6% | +262.4% |
| All | +1,451.3% | +1,311.4% | +139.9% | +543.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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