+62.0%
CSCO vs AU
+71.1%
-9.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -1.5% |
| 7D | -1.1% | -7.0% | +5.9% | -0.6% |
| 30D | -10.8% | +7.3% | -18.1% | -11.3% |
| 3M | -9.2% | +33.2% | -42.4% | -11.2% |
| 6M | +39.5% | -0.6% | +40.2% | +38.9% |
| YTD | +41.5% | +26.2% | +15.4% | +40.4% |
| All | +62.0% | +71.1% | -9.1% | +58.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling