+159.9%
DELL vs A
+17.3%
+142.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.5% | -7.7% | -7.4% |
| 7D | +4.9% | -0.5% | +5.3% | +5.1% |
| 30D | -32.1% | 0.0% | -32.1% | -31.7% |
| 3M | -30.2% | +16.7% | -46.9% | -33.0% |
| 6M | +41.7% | +54.8% | -13.1% | +23.1% |
| YTD | +176.6% | +28.8% | +147.8% | +162.7% |
| 1Y | +159.9% | +19.3% | +140.6% | +159.7% |
| All | +159.9% | +17.3% | +142.7% | +159.7% |
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