+45.2%
AMZN vs DELL
+1,035.2%
-990.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.1% | +0.9% |
| 7D | -2.7% | -1.9% | -0.8% | -2.4% |
| 30D | -7.5% | +14.9% | -22.4% | -10.8% |
| 3M | +5.8% | +37.2% | -31.4% | -3.3% |
| 6M | +17.5% | +254.0% | -236.5% | -19.6% |
| YTD | +9.1% | +306.1% | -297.0% | -29.1% |
| 1Y | +9.4% | +312.3% | -302.9% | -30.1% |
| 3Y | +82.2% | +654.0% | -571.8% | -14.8% |
| 5Y | +45.2% | +1,055.3% | -1,010.1% | -46.1% |
| All | +45.2% | +1,035.2% | -990.0% | -46.1% |
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