+101.3%
CSCO vs AR
+42.3%
+59.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.3% | +0.3% | +4.0% |
| 7D | -4.7% | -5.8% | +1.1% | -4.0% |
| 30D | -17.1% | +4.8% | -21.9% | -17.6% |
| 3M | -19.6% | +1.5% | -21.1% | -19.9% |
| 6M | +2.4% | +4.7% | -2.3% | +1.4% |
| YTD | +29.8% | +9.2% | +20.6% | +27.1% |
| 1Y | +38.7% | +11.2% | +27.5% | +35.3% |
| 3Y | +101.3% | +46.2% | +55.1% | +105.6% |
| All | +101.3% | +42.3% | +59.1% | +105.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling