+1,760.2%
AMAT vs DELL
+4,626.3%
-2,866.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.6% |
| 7D | -1.5% | +14.9% | -16.4% | -8.4% |
| 30D | -14.8% | +13.3% | -28.1% | -20.6% |
| 3M | -9.3% | +24.4% | -33.7% | -19.5% |
| 6M | +27.4% | +258.0% | -230.6% | -36.5% |
| YTD | +77.6% | +320.2% | -242.6% | -20.4% |
| 1Y | +188.9% | +319.1% | -130.1% | +27.8% |
| 3Y | +202.3% | +706.5% | -504.2% | -18.5% |
| 5Y | +248.9% | +1,071.9% | -823.0% | -28.2% |
| 10Y | +1,585.2% | +4,683.5% | -3,098.3% | +52.6% |
| All | +1,760.2% | +4,626.3% | -2,866.1% | +68.5% |
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