+51.7%
DELL vs A
+53.3%
-1.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.5% | +12.3% | +11.9% |
| 7D | +0.4% | -0.1% | +0.5% | +0.6% |
| 30D | -35.1% | +3.3% | -38.4% | -35.1% |
| 3M | -15.1% | +18.5% | -33.7% | -17.1% |
| 6M | +51.7% | +59.3% | -7.6% | +43.5% |
| All | +51.7% | +53.3% | -1.6% | +43.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling