+98.3%
CSCO vs ALLY
-10.1%
+108.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -17.1% |
| 6M | +2.4% | -13.5% | +15.9% | +5.4% |
| YTD | +29.8% | -14.3% | +44.1% | +33.4% |
| 1Y | +38.7% | -1.1% | +39.8% | +37.8% |
| 3Y | +101.3% | +62.0% | +39.3% | +75.5% |
| All | +98.3% | -10.1% | +108.4% | +100.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling