+109.7%
CSCO vs ALC
+31.8%
+77.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.3% |
| 7D | -10.2% | +4.9% | -15.1% | -11.6% |
| 30D | -20.1% | +19.0% | -39.0% | -24.5% |
| 3M | -22.4% | +7.8% | -30.1% | -24.6% |
| 6M | +2.8% | +14.6% | -11.8% | -2.7% |
| YTD | +23.6% | -4.4% | +28.1% | +23.8% |
| 1Y | +34.0% | +1.4% | +32.6% | +31.2% |
| 3Y | +89.3% | +2.5% | +86.7% | +79.1% |
| 5Y | +87.9% | -10.9% | +98.7% | +85.1% |
| All | +109.7% | +31.8% | +77.9% | +61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling