+43.3%
AMAT vs DELL
+117.4%
-74.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.7% | +0.6% | +3.1% |
| 7D | -14.7% | -22.6% | +7.9% | -8.1% |
| 30D | -36.1% | -43.2% | +7.1% | -25.5% |
| 3M | -36.9% | -24.8% | -12.0% | -32.1% |
| 6M | -22.2% | +38.0% | -60.2% | -28.3% |
| YTD | +29.9% | +163.7% | -133.8% | +3.7% |
| 1Y | +43.3% | +122.5% | -79.3% | +20.3% |
| All | +43.3% | +117.4% | -74.1% | +20.3% |
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