+321.5%
CSCO vs ALM
+2,221.4%
-1,899.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.1% | -3.0% | +4.8% |
| 7D | -2.9% | +0.7% | -3.7% | -2.9% |
| 30D | -16.7% | -26.1% | +9.4% | -15.9% |
| 3M | -18.4% | -38.1% | +19.7% | -17.3% |
| 6M | +2.9% | -55.4% | +58.3% | +5.1% |
| YTD | +30.4% | -0.4% | +30.8% | +30.1% |
| 1Y | +41.4% | +25.4% | +16.0% | +40.2% |
| 3Y | +104.7% | +907.8% | -803.1% | +92.4% |
| 5Y | +96.9% | +440.2% | -343.2% | +86.1% |
| 10Y | +321.5% | +2,031.1% | -1,709.7% | +277.7% |
| All | +321.5% | +2,221.4% | -1,899.9% | +277.7% |
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