+103.4%
CSCO vs AS
+133.7%
-30.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.3% | -5.3% | -7.3% |
| 7D | -11.9% | +7.1% | -19.0% | -12.7% |
| 30D | -18.8% | +12.8% | -31.7% | -20.2% |
| 3M | -21.2% | -14.7% | -6.5% | -19.6% |
| 6M | +1.9% | -9.9% | +11.8% | +2.8% |
| YTD | +26.1% | -16.1% | +42.2% | +28.2% |
| 1Y | +34.7% | +0.2% | +34.5% | +33.3% |
| All | +103.4% | +133.7% | -30.3% | +78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling