+391.7%
APP vs DELL
+1,060.9%
-669.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.7% |
| 7D | +0.9% | +14.9% | -14.0% | -4.0% |
| 30D | -23.3% | +13.3% | -36.6% | -26.8% |
| 3M | -42.6% | +24.4% | -67.0% | -47.6% |
| 6M | -33.6% | +258.0% | -291.6% | -61.2% |
| YTD | -52.4% | +320.2% | -372.6% | -74.3% |
| 1Y | -35.9% | +319.1% | -354.9% | -65.6% |
| 3Y | +642.2% | +706.5% | -64.3% | +167.6% |
| 5Y | +311.1% | +1,071.9% | -760.8% | +18.1% |
| All | +391.7% | +1,060.9% | -669.3% | +40.0% |
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