+110.7%
CSCO vs ALC
+1.2%
+109.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.4% |
| 7D | +6.6% | -6.2% | +12.7% | +7.5% |
| 30D | -11.3% | +14.0% | -25.4% | -13.1% |
| 3M | -17.3% | -2.4% | -15.0% | -16.9% |
| 6M | +3.5% | +12.6% | -9.1% | +1.0% |
| YTD | +34.9% | -8.4% | +43.3% | +36.8% |
| 1Y | +40.5% | -9.1% | +49.6% | +42.6% |
| All | +110.7% | +1.2% | +109.5% | +107.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling