+134.9%
CSCO vs ALAB
+449.6%
-314.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.9% | +6.9% | +0.6% |
| 7D | -0.5% | +3.2% | -3.7% | -0.9% |
| 30D | -10.1% | -13.6% | +3.5% | -9.0% |
| 3M | -11.7% | -16.6% | +4.9% | -11.1% |
| 6M | +40.1% | +142.3% | -102.2% | +27.6% |
| YTD | +43.8% | +73.6% | -29.8% | +33.9% |
| 1Y | +66.6% | +33.7% | +32.9% | +57.0% |
| All | +134.9% | +449.6% | -314.6% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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