+1,315.3%
AMAT vs DELL
+2,698.4%
-1,383.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +5.4% | +6.0% | +8.9% |
| 7D | -1.1% | -11.8% | +10.8% | +5.1% |
| 30D | -26.9% | -40.8% | +13.9% | -7.4% |
| 3M | -31.2% | -23.6% | -7.6% | -24.2% |
| 6M | -14.7% | +33.4% | -48.1% | -31.8% |
| YTD | +44.7% | +178.0% | -133.3% | -22.9% |
| 1Y | +62.0% | +138.6% | -76.6% | -7.1% |
| 3Y | +165.0% | +400.9% | -235.9% | -11.8% |
| 5Y | +147.1% | +580.7% | -433.6% | -35.0% |
| 10Y | +1,315.3% | +2,655.3% | -1,340.0% | +27.6% |
| All | +1,315.3% | +2,698.4% | -1,383.1% | +27.6% |
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