+113.3%
CSCO vs ALM
+951.0%
-837.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +0.6% |
| 7D | -0.7% | -2.6% | +1.9% | -0.6% |
| 30D | -10.1% | +32.0% | -42.1% | -11.1% |
| 3M | -15.7% | -15.0% | -0.6% | -15.6% |
| 6M | +36.3% | -10.1% | +46.4% | +35.7% |
| YTD | +43.8% | +99.4% | -55.6% | +41.0% |
| 1Y | +63.9% | +316.4% | -252.4% | +59.0% |
| 3Y | +104.4% | +2,022.0% | -1,917.6% | +99.3% |
| All | +113.3% | +951.0% | -837.7% | +105.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling