+1,166.0%
AAPL vs DELL
+4,714.1%
-3,548.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.0% | -1.6% |
| 7D | -2.7% | +25.6% | -28.4% | -7.8% |
| 30D | +1.0% | +17.7% | -16.6% | -3.3% |
| 3M | +5.0% | +33.4% | -28.5% | -3.8% |
| 6M | +23.0% | +266.2% | -243.2% | -16.3% |
| YTD | +16.6% | +328.0% | -311.4% | -25.0% |
| 1Y | +33.4% | +339.6% | -306.2% | -15.9% |
| 3Y | +79.9% | +694.6% | -614.7% | -16.6% |
| 5Y | +109.0% | +1,122.0% | -1,013.0% | -21.3% |
| 10Y | +1,210.4% | +4,062.5% | -2,852.0% | +229.0% |
| All | +1,166.0% | +4,714.1% | -3,548.1% | +221.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling