+572.1%
AMZN vs DELL
+4,714.1%
-4,142.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.0% |
| 7D | +0.8% | +25.6% | -24.8% | -4.9% |
| 30D | -6.4% | +17.7% | -24.0% | -10.7% |
| 3M | +4.8% | +33.4% | -28.6% | -4.5% |
| 6M | +20.5% | +266.2% | -245.7% | -20.0% |
| YTD | +11.3% | +328.0% | -316.7% | -30.4% |
| 1Y | +9.0% | +339.6% | -330.6% | -33.2% |
| 3Y | +85.9% | +694.6% | -608.7% | -13.0% |
| 5Y | +45.8% | +1,122.0% | -1,076.2% | -43.0% |
| 10Y | +555.5% | +4,062.5% | -3,507.0% | +71.1% |
| All | +572.1% | +4,714.1% | -4,142.0% | +70.6% |
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