+40.5%
CSCO vs AR
+10.2%
+30.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.1% |
| 7D | +6.6% | +6.4% | +0.2% | +6.0% |
| 30D | -11.3% | +3.1% | -14.5% | -11.5% |
| 3M | -17.3% | +3.3% | -20.6% | -17.5% |
| 6M | +3.5% | +6.6% | -3.0% | +3.2% |
| YTD | +34.9% | +12.3% | +22.5% | +31.8% |
| 1Y | +40.5% | +12.3% | +28.1% | +37.5% |
| All | +40.5% | +10.2% | +30.3% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling