+106.6%
CSCO vs ALAB
+322.1%
-215.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.6% | -3.6% | -6.0% |
| 7D | +1.9% | +16.3% | -14.4% | +0.3% |
| 30D | -15.8% | -26.1% | +10.3% | -13.6% |
| 3M | -15.4% | -31.3% | +15.9% | -12.9% |
| 6M | -5.4% | -1.0% | -4.4% | -6.6% |
| YTD | +26.5% | +33.3% | -6.9% | +20.1% |
| 1Y | +25.9% | +53.5% | -27.7% | +17.8% |
| All | +106.6% | +322.1% | -215.4% | +74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling