+956.2%
CSCO vs AU
+793.6%
+162.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.9% | +0.7% |
| 7D | -0.7% | -3.6% | +3.0% | -0.5% |
| 30D | -10.1% | +23.9% | -34.0% | -11.3% |
| 3M | -15.7% | +19.1% | -34.8% | -16.7% |
| 6M | +36.3% | -0.2% | +36.4% | +35.6% |
| YTD | +43.8% | +32.5% | +11.4% | +40.5% |
| 1Y | +63.9% | +96.9% | -33.0% | +56.1% |
| 3Y | +104.4% | +614.7% | -510.4% | +78.3% |
| 5Y | +111.4% | +647.7% | -536.4% | +81.7% |
| 10Y | +361.7% | +679.2% | -317.5% | +281.1% |
| All | +956.2% | +793.6% | +162.6% | +771.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling