+379.9%
CSCO vs AU
+699.0%
-319.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.8% | +4.3% |
| 7D | +2.7% | -4.3% | +6.9% | +2.8% |
| 30D | -9.5% | +7.3% | -16.8% | -9.7% |
| 3M | -7.6% | +26.3% | -33.9% | -8.4% |
| 6M | +44.9% | +1.8% | +43.1% | +44.4% |
| YTD | +47.7% | +26.8% | +20.9% | +46.3% |
| 1Y | +69.1% | +66.7% | +2.4% | +66.1% |
| 3Y | +113.5% | +579.1% | -465.5% | +102.3% |
| 5Y | +122.8% | +689.3% | -566.6% | +109.6% |
| All | +379.9% | +699.0% | -319.0% | +373.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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