+61.4%
AMAT vs DELL
+142.0%
-80.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -8.8% | +5.5% | -0.9% |
| 7D | -11.2% | -24.6% | +13.4% | -4.3% |
| 30D | -31.9% | -32.5% | +0.6% | -24.6% |
| 3M | -32.3% | -20.2% | -12.1% | -28.9% |
| 6M | -5.4% | +76.5% | -81.9% | -18.6% |
| YTD | +44.3% | +198.9% | -154.7% | +10.8% |
| 1Y | +61.4% | +143.3% | -82.0% | +32.3% |
| All | +61.4% | +142.0% | -80.7% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling