+109.4%
CSCO vs AS
+137.8%
-28.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.3% |
| 7D | -4.7% | +4.5% | -9.2% | -5.2% |
| 30D | -17.1% | +13.2% | -30.3% | -18.5% |
| 3M | -19.6% | -11.9% | -7.7% | -18.3% |
| 6M | +2.4% | -11.6% | +14.0% | +3.7% |
| YTD | +29.8% | -14.7% | +44.5% | +31.6% |
| 1Y | +38.7% | +5.7% | +33.0% | +36.2% |
| All | +109.4% | +137.8% | -28.4% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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