+34.6%
CSCO vs ALLY
-1.7%
+36.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.7% |
| 7D | -10.2% | +0.9% | -11.1% | -10.3% |
| 30D | -20.1% | +3.1% | -23.1% | -20.4% |
| 3M | -22.1% | -12.6% | -9.5% | -20.2% |
| 6M | +3.2% | -12.4% | +15.6% | +5.1% |
| YTD | +24.1% | -13.2% | +37.2% | +25.2% |
| 1Y | +34.6% | +1.8% | +32.7% | +34.3% |
| All | +34.6% | -1.7% | +36.3% | +34.3% |
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