+108.4%
CSCO vs AU
+604.2%
-495.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | 0.0% | +0.6% | -0.7% | -0.1% |
| 30D | -10.7% | +12.3% | -23.0% | -11.4% |
| 3M | -8.7% | +29.4% | -38.1% | -10.3% |
| 6M | +44.9% | +3.2% | +41.7% | +43.8% |
| YTD | +44.1% | +31.8% | +12.3% | +41.2% |
| 1Y | +65.9% | +83.4% | -17.5% | +59.4% |
| All | +108.4% | +604.2% | -495.8% | +86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling