+66.6%
CSCO vs ALAB
+48.4%
+18.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.9% | +6.9% | +0.7% |
| 7D | -0.5% | +3.2% | -3.7% | -1.0% |
| 30D | -10.1% | -13.6% | +3.5% | -8.8% |
| 3M | -11.7% | -16.6% | +4.9% | -10.9% |
| 6M | +40.1% | +142.3% | -102.2% | +27.1% |
| YTD | +43.8% | +73.6% | -29.8% | +33.2% |
| 1Y | +66.6% | +33.7% | +32.9% | +56.9% |
| All | +66.6% | +48.4% | +18.3% | +56.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling