+319.1%
DELL vs AA
+63.2%
+255.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +2.0% |
| 7D | +14.9% | -0.7% | +15.6% | +15.0% |
| 30D | +13.3% | +5.0% | +8.3% | +11.1% |
| 3M | +24.4% | -35.8% | +60.2% | +36.5% |
| 6M | +258.0% | -18.4% | +276.4% | +272.9% |
| YTD | +320.2% | -5.5% | +325.7% | +316.1% |
| 1Y | +319.1% | +61.0% | +258.1% | +266.4% |
| All | +319.1% | +63.2% | +255.9% | +266.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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