+828.6%
CSCO vs AU
+607.0%
+221.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.5% | -4.7% | -6.2% |
| 7D | +1.9% | -7.2% | +9.1% | +2.3% |
| 30D | -15.8% | -2.9% | -13.0% | -15.8% |
| 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% | +25.1% |
| 1Y | +25.9% | +11.9% | +14.0% | +24.0% |
| 3Y | +97.5% | +513.8% | -416.3% | +74.1% |
| 5Y | +93.0% | +379.3% | -286.2% | +70.2% |
| 10Y | +308.6% | +837.1% | -528.5% | +232.1% |
| All | +828.6% | +607.0% | +221.7% | +676.4% |
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