+306.4%
CSCO vs ALLE
+222.4%
+84.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.6% |
| 7D | -10.2% | -0.6% | -9.6% | -10.0% |
| 30D | -20.1% | +25.3% | -45.4% | -27.4% |
| 3M | -22.1% | +10.3% | -32.3% | -25.6% |
| 6M | +3.2% | +38.0% | -34.9% | -11.1% |
| YTD | +24.1% | +17.8% | +6.3% | +13.7% |
| 1Y | +34.6% | +13.6% | +21.0% | +25.1% |
| 3Y | +90.0% | +89.2% | +0.8% | +35.9% |
| 5Y | +88.6% | +51.1% | +37.5% | +46.7% |
| All | +306.4% | +222.4% | +84.0% | +132.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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