+89.3%
CSCO vs ALLY
+54.4%
+34.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.6% |
| 7D | -10.2% | +0.9% | -11.1% | -10.4% |
| 30D | -20.1% | +3.1% | -23.1% | -20.7% |
| 3M | -22.4% | -12.6% | -9.8% | -20.0% |
| 6M | +2.8% | -12.4% | +15.2% | +5.5% |
| YTD | +23.6% | -13.2% | +36.8% | +26.7% |
| 1Y | +34.0% | +1.8% | +32.2% | +32.0% |
| 3Y | +89.3% | +58.0% | +31.3% | +60.4% |
| All | +89.3% | +54.4% | +34.9% | +60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling