+301.0%
CSCO vs AR
+47.5%
+253.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.1% | -1.9% |
| 7D | -10.2% | -14.3% | +4.1% | -8.9% |
| 30D | -20.1% | +1.4% | -21.5% | -20.2% |
| 3M | -22.1% | +3.4% | -25.4% | -22.4% |
| 6M | +3.2% | -2.1% | +5.3% | +3.1% |
| YTD | +24.1% | +4.7% | +19.4% | +23.0% |
| 1Y | +34.6% | +10.6% | +24.0% | +32.5% |
| 3Y | +90.0% | +24.6% | +65.4% | +83.2% |
| 5Y | +88.6% | +71.9% | +16.7% | +73.9% |
| All | +301.0% | +47.5% | +253.5% | +266.7% |
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