+34.6%
CSCO vs ALM
+31.8%
+2.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.2% |
| 7D | -10.2% | -6.7% | -3.5% | -9.4% |
| 30D | -20.1% | -32.9% | +12.8% | -16.6% |
| 3M | -22.1% | -39.5% | +17.4% | -18.4% |
| 6M | +3.2% | -62.0% | +65.2% | +11.7% |
| YTD | +24.1% | -7.8% | +31.9% | +24.2% |
| 1Y | +34.6% | +26.7% | +7.9% | +32.0% |
| All | +34.6% | +31.8% | +2.7% | +32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling