+40.5%
CSCO vs AS
-3.0%
+43.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.5% |
| 7D | +6.6% | -3.6% | +10.2% | +6.9% |
| 30D | -11.3% | +3.4% | -14.7% | -11.6% |
| 3M | -17.3% | -8.6% | -8.7% | -16.5% |
| 6M | +3.5% | -10.0% | +13.6% | +4.3% |
| YTD | +34.9% | -19.2% | +54.1% | +38.2% |
| 1Y | +40.5% | -3.8% | +44.3% | +45.6% |
| All | +40.5% | -3.0% | +43.4% | +45.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling