+499.0%
CSCO vs AR
-33.4%
+532.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.1% | -1.9% |
| 7D | -10.2% | -14.3% | +4.1% | -9.0% |
| 30D | -20.1% | +1.4% | -21.5% | -20.2% |
| 3M | -22.4% | +3.4% | -25.7% | -22.7% |
| 6M | +2.8% | -2.1% | +4.9% | +2.7% |
| YTD | +23.6% | +4.7% | +18.9% | +22.5% |
| 1Y | +34.0% | +10.6% | +23.5% | +32.1% |
| 3Y | +89.3% | +24.6% | +64.7% | +82.6% |
| 5Y | +87.9% | +71.9% | +16.0% | +73.3% |
| 10Y | +314.9% | +46.4% | +268.5% | +260.4% |
| All | +499.0% | -33.4% | +532.4% | +443.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling