+653.3%
CSCO vs ALLE
+260.9%
+392.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.1% |
| 7D | -0.7% | -0.2% | -0.4% | -0.6% |
| 30D | -10.1% | -6.8% | -3.3% | -7.6% |
| 3M | -15.7% | +21.0% | -36.7% | -22.9% |
| 6M | +36.3% | +1.1% | +35.2% | +34.1% |
| YTD | +43.8% | -0.5% | +44.4% | +41.9% |
| 1Y | +63.9% | -7.3% | +71.2% | +66.3% |
| 3Y | +104.4% | +42.3% | +62.1% | +66.5% |
| 5Y | +111.4% | +13.5% | +97.9% | +87.5% |
| 10Y | +361.7% | +144.0% | +217.6% | +175.3% |
| All | +653.3% | +260.9% | +392.4% | +292.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling