+143.3%
DELL vs A
+24.4%
+118.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.0% | -9.8% | -9.1% |
| 7D | -24.6% | -2.4% | -22.2% | -23.9% |
| 30D | -32.5% | +3.6% | -36.1% | -33.0% |
| 3M | -20.2% | +27.5% | -47.7% | -25.7% |
| 6M | +76.5% | +58.5% | +18.0% | +50.3% |
| YTD | +198.9% | +31.2% | +167.7% | +179.9% |
| 1Y | +143.3% | +22.2% | +121.1% | +136.6% |
| All | +143.3% | +24.4% | +118.9% | +136.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling