+25.9%
CSCO vs ALLY
-1.0%
+26.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.8% | -7.1% | -6.4% |
| 7D | +1.9% | +0.4% | +1.5% | +1.8% |
| 30D | -15.8% | +5.2% | -21.1% | -16.6% |
| 3M | -15.4% | -13.3% | -2.1% | -13.1% |
| 6M | -5.4% | -6.7% | +1.3% | -4.6% |
| YTD | +26.5% | -12.8% | +39.3% | +28.1% |
| 1Y | +25.9% | +0.7% | +25.2% | +23.1% |
| All | +25.9% | -1.0% | +26.9% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling