+558.6%
CSCO vs ALM
+7,705.7%
-7,147.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +0.5% |
| 7D | -0.7% | -2.6% | +1.9% | -0.7% |
| 30D | -10.1% | +32.0% | -42.1% | -10.2% |
| 3M | -15.7% | -15.0% | -0.6% | -15.7% |
| 6M | +36.3% | -10.1% | +46.4% | +36.2% |
| YTD | +43.8% | +99.4% | -55.6% | +43.4% |
| 1Y | +63.9% | +316.4% | -252.4% | +63.1% |
| 3Y | +104.4% | +2,022.0% | -1,917.6% | +102.2% |
| 5Y | +111.4% | +941.2% | -829.8% | +109.3% |
| 10Y | +361.7% | +2,950.3% | -2,588.7% | +354.9% |
| All | +558.6% | +7,705.7% | -7,147.1% | +540.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling