+91.5%
CSCO vs AU
+381.3%
-289.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.5% | -4.7% | -6.2% |
| 7D | +1.9% | -7.2% | +9.1% | +2.4% |
| 30D | -15.8% | -2.9% | -13.0% | -15.7% |
| 3M | -15.4% | -8.7% | -6.7% | -15.1% |
| 6M | -5.4% | -14.1% | +8.7% | -5.0% |
| YTD | +26.5% | +4.8% | +21.7% | +25.4% |
| 1Y | +25.9% | +11.9% | +14.0% | +24.4% |
| 3Y | +97.5% | +513.8% | -416.3% | +77.6% |
| All | +91.5% | +381.3% | -289.8% | +64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling