+127.8%
AAPL vs DELL
+1,152.3%
-1,024.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +12.0% | -10.2% | 0.0% |
| 7D | +3.8% | +8.2% | -4.4% | +2.5% |
| 30D | +9.9% | +17.1% | -7.2% | +6.9% |
| 3M | +12.5% | +45.2% | -32.7% | +4.5% |
| 6M | +27.6% | +286.8% | -259.1% | -4.5% |
| YTD | +22.6% | +354.8% | -332.2% | -12.3% |
| 1Y | +45.0% | +358.3% | -313.3% | +2.7% |
| 3Y | +87.8% | +724.9% | -637.1% | +1.2% |
| All | +127.8% | +1,152.3% | -1,024.5% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DELL.
Daily Out/Under-Performance
Portfolio return minus DELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DELL 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 DELL 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