+1,261.1%
AMAT vs DELL
+2,866.5%
-1,605.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.7% | +0.6% | +2.5% |
| 7D | -14.7% | -22.6% | +7.9% | -4.1% |
| 30D | -36.1% | -43.2% | +7.1% | -17.7% |
| 3M | -36.9% | -24.8% | -12.0% | -30.1% |
| 6M | -22.2% | +38.0% | -60.2% | -39.1% |
| YTD | +29.9% | +163.7% | -133.8% | -28.9% |
| 1Y | +43.3% | +122.5% | -79.3% | -15.0% |
| 3Y | +142.7% | +377.0% | -234.3% | -17.0% |
| 5Y | +126.2% | +542.6% | -416.4% | -38.3% |
| 10Y | +1,211.7% | +2,554.1% | -1,342.4% | +48.2% |
| All | +1,261.1% | +2,866.5% | -1,605.4% | +50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling