+66.6%
CSCO vs ALM
+347.8%
-281.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.8% | -8.8% | -0.8% |
| 7D | -0.5% | +8.4% | -8.9% | -1.3% |
| 30D | -10.1% | +34.8% | -44.9% | -12.6% |
| 3M | -11.7% | +16.2% | -28.0% | -13.5% |
| 6M | +40.1% | +2.1% | +38.0% | +36.9% |
| YTD | +43.8% | +117.0% | -73.2% | +34.8% |
| 1Y | +66.6% | +313.9% | -247.2% | +54.6% |
| All | +66.6% | +347.8% | -281.2% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ALM 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling