+113.3%
CSCO vs ALC
-16.0%
+129.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.1% |
| 7D | -0.7% | -2.1% | +1.4% | -0.2% |
| 30D | -10.1% | -0.1% | -10.0% | -10.2% |
| 3M | -15.7% | +5.9% | -21.6% | -17.2% |
| 6M | +36.3% | -15.9% | +52.2% | +41.6% |
| YTD | +43.8% | -10.1% | +53.9% | +46.6% |
| 1Y | +63.9% | -10.2% | +74.2% | +66.8% |
| 3Y | +104.4% | -13.6% | +117.9% | +106.9% |
| All | +113.3% | -16.0% | +129.3% | +110.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling