+324.2%
CSCO vs ALLY
+182.8%
+141.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | 0.0% |
| 7D | -4.7% | -0.7% | -4.0% | -4.5% |
| 30D | -17.1% | +1.1% | -18.2% | -17.4% |
| 3M | -19.6% | -13.2% | -6.4% | -16.9% |
| 6M | +2.4% | -13.5% | +15.9% | +5.7% |
| YTD | +29.8% | -14.3% | +44.1% | +33.8% |
| 1Y | +38.7% | -1.1% | +39.8% | +37.7% |
| 3Y | +101.3% | +62.0% | +39.3% | +72.5% |
| 5Y | +94.8% | -9.6% | +104.5% | +87.4% |
| 10Y | +324.2% | +176.0% | +148.3% | +210.5% |
| All | +324.2% | +182.8% | +141.4% | +210.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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