+466.1%
CSCO vs ALM
+3,507.4%
-3,041.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.0% |
| 7D | -10.2% | -6.7% | -3.5% | -10.2% |
| 30D | -20.1% | -32.9% | +12.8% | -19.9% |
| 3M | -22.4% | -39.5% | +17.1% | -22.2% |
| 6M | +2.8% | -62.0% | +64.8% | +3.1% |
| YTD | +23.6% | -7.8% | +31.4% | +23.6% |
| 1Y | +34.0% | +26.7% | +7.4% | +33.9% |
| 3Y | +89.3% | +825.4% | -736.1% | +87.8% |
| 5Y | +87.9% | +401.2% | -313.4% | +86.5% |
| 10Y | +314.9% | +2,074.0% | -1,759.1% | +309.7% |
| All | +466.1% | +3,507.4% | -3,041.4% | +452.2% |
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