+247.2%
AMAT vs DELL
+1,076.0%
-828.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.7% |
| 7D | -1.5% | +14.9% | -16.4% | -7.5% |
| 30D | -14.8% | +13.3% | -28.1% | -19.8% |
| 3M | -9.3% | +24.4% | -33.7% | -18.1% |
| 6M | +27.4% | +258.0% | -230.6% | -30.5% |
| YTD | +77.6% | +320.2% | -242.6% | -11.7% |
| 1Y | +188.9% | +319.1% | -130.1% | +42.0% |
| 3Y | +202.3% | +706.5% | -504.2% | -7.1% |
| All | +247.2% | +1,076.0% | -828.8% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling