+366.8%
CSCO vs ALB
+78.9%
+287.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.5% |
| 7D | -0.5% | -4.4% | +3.9% | +0.2% |
| 30D | -10.1% | -1.2% | -8.9% | -10.1% |
| 3M | -11.7% | -13.3% | +1.6% | -10.0% |
| 6M | +40.1% | -19.8% | +59.9% | +43.5% |
| YTD | +43.8% | -7.9% | +51.7% | +43.0% |
| 1Y | +66.6% | +60.2% | +6.5% | +48.0% |
| 3Y | +108.5% | -26.4% | +135.0% | +103.4% |
| 5Y | +114.0% | -42.5% | +156.5% | +108.7% |
| 10Y | +366.8% | +83.0% | +283.8% | +191.0% |
| All | +366.8% | +78.9% | +287.9% | +191.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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