+1,425.2%
AMAT vs DELL
+2,883.3%
-1,458.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +11.8% | -5.7% | +0.6% |
| 7D | +7.0% | +0.4% | +6.6% | +7.0% |
| 30D | -20.6% | -35.1% | +14.5% | -3.8% |
| 3M | -24.8% | -15.1% | -9.6% | -21.1% |
| 6M | -10.7% | +51.7% | -62.5% | -32.9% |
| YTD | +54.3% | +200.0% | -145.7% | -20.7% |
| 1Y | +73.7% | +172.1% | -98.4% | -6.7% |
| 3Y | +168.4% | +431.2% | -262.8% | -13.1% |
| 5Y | +167.6% | +633.1% | -465.5% | -32.0% |
| 10Y | +1,425.2% | +2,886.3% | -1,461.2% | +31.7% |
| All | +1,425.2% | +2,883.3% | -1,458.1% | +31.7% |
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 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