+362.3%
CSCO vs AR
+47.7%
+314.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -0.7% | +2.5% | -3.2% | -0.9% |
| 30D | -10.1% | +14.8% | -24.9% | -11.3% |
| 3M | -15.7% | +6.2% | -21.9% | -16.3% |
| 6M | +36.3% | +4.3% | +32.0% | +35.4% |
| YTD | +43.8% | +14.4% | +29.5% | +41.5% |
| 1Y | +63.9% | +21.3% | +42.6% | +60.1% |
| 3Y | +104.4% | +39.8% | +64.5% | +94.9% |
| 5Y | +111.4% | +142.1% | -30.7% | +89.4% |
| All | +362.3% | +47.7% | +314.6% | +326.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling