+144.3%
CSCO vs AUR
-35.7%
+180.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.6% | +2.8% | +4.3% |
| 7D | +2.7% | +1.4% | +1.3% | +2.6% |
| 30D | -9.5% | -6.4% | -3.1% | -9.2% |
| 3M | -7.6% | +7.7% | -15.3% | -8.2% |
| 6M | +44.9% | +44.5% | +0.4% | +41.2% |
| YTD | +47.7% | +67.4% | -19.8% | +42.6% |
| 1Y | +69.1% | +15.4% | +53.6% | +66.1% |
| 3Y | +113.5% | +94.8% | +18.7% | +99.5% |
| 5Y | +122.8% | -35.1% | +157.9% | +112.3% |
| All | +144.3% | -35.7% | +180.0% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 10y: compounded portfolio wealth divided by compounded AUR 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…
10y analysis · Full analysis span regression · 6 months rolling