+366.8%
CSCO vs ALM
+3,219.4%
-2,852.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.8% | -8.8% | -0.3% |
| 7D | -0.5% | +8.4% | -8.9% | -0.8% |
| 30D | -10.1% | +34.8% | -44.9% | -11.0% |
| 3M | -11.7% | +16.2% | -28.0% | -12.4% |
| 6M | +40.1% | +2.1% | +38.0% | +39.1% |
| YTD | +43.8% | +117.0% | -73.2% | +40.1% |
| 1Y | +66.6% | +313.9% | -247.2% | +59.7% |
| 3Y | +108.5% | +2,327.9% | -2,219.4% | +90.6% |
| 5Y | +114.0% | +1,040.6% | -926.7% | +97.6% |
| 10Y | +366.8% | +3,219.4% | -2,852.6% | +309.7% |
| All | +366.8% | +3,219.4% | -2,852.6% | +309.7% |
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