+34.6%
CSCO vs ALC
+2.0%
+32.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -2.0% |
| 7D | -10.2% | +4.9% | -15.1% | -10.0% |
| 30D | -20.1% | +19.0% | -39.0% | -19.7% |
| 3M | -22.1% | +7.8% | -29.8% | -21.6% |
| 6M | +3.2% | +14.6% | -11.4% | +3.1% |
| YTD | +24.1% | -4.4% | +28.5% | +26.6% |
| 1Y | +34.6% | +1.4% | +33.2% | +36.4% |
| All | +34.6% | +2.0% | +32.6% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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