+1,591.4%
AMAT vs DELL
+4,461.7%
-2,870.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.6% |
| 7D | -1.5% | +14.9% | -16.4% | -8.4% |
| 30D | -14.8% | +13.3% | -28.1% | -20.7% |
| 3M | -9.3% | +24.4% | -33.7% | -19.5% |
| 6M | +27.4% | +258.0% | -230.6% | -36.7% |
| YTD | +77.6% | +320.2% | -242.6% | -20.6% |
| 1Y | +188.9% | +319.1% | -130.1% | +27.4% |
| 3Y | +202.3% | +706.5% | -504.2% | -19.0% |
| 5Y | +248.9% | +1,071.9% | -823.0% | -28.9% |
| All | +1,591.4% | +4,461.7% | -2,870.2% | +40.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling