+319.3%
CSCO vs ALM
+2,079.4%
-1,760.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.2% | +6.7% | -0.3% |
| 7D | -4.7% | -6.3% | +1.6% | -4.5% |
| 30D | -17.1% | -31.4% | +14.3% | -16.1% |
| 3M | -19.6% | -40.6% | +21.0% | -18.4% |
| 6M | +2.4% | -58.6% | +61.1% | +4.8% |
| YTD | +29.8% | -7.6% | +37.4% | +29.8% |
| 1Y | +38.7% | +13.8% | +24.8% | +37.9% |
| 3Y | +101.3% | +842.1% | -740.8% | +89.9% |
| 5Y | +94.8% | +407.4% | -312.6% | +84.6% |
| All | +319.3% | +2,079.4% | -1,760.0% | +278.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling