+9,101.3%
CSCO vs ARWR
-98.3%
+9,199.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | -4.7% | -17.7% | +13.0% | -4.7% |
| 30D | -17.1% | -21.9% | +4.8% | -17.1% |
| 3M | -19.6% | -44.5% | +24.9% | -19.5% |
| 6M | +2.4% | -32.6% | +35.0% | +2.5% |
| YTD | +29.8% | -26.2% | +56.0% | +29.8% |
| 1Y | +38.7% | +23.0% | +15.7% | +38.6% |
| 3Y | +101.3% | +81.8% | +19.6% | +101.0% |
| 5Y | +94.8% | -36.0% | +130.9% | +94.6% |
| 10Y | +324.2% | +1,039.5% | -715.3% | +324.4% |
| All | +9,101.3% | -98.3% | +9,199.6% | +17,090.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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