+4,404.4%
DELL vs AA
+122.9%
+4,281.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.1% | +12.1% | +12.0% |
| 7D | +8.2% | -3.4% | +11.7% | +9.2% |
| 30D | +17.1% | -5.8% | +22.9% | +18.7% |
| 3M | +45.2% | -29.9% | +75.1% | +57.8% |
| 6M | +286.8% | -27.0% | +313.8% | +313.5% |
| YTD | +354.8% | -8.7% | +363.5% | +354.8% |
| 1Y | +358.3% | +50.6% | +307.6% | +299.1% |
| 3Y | +724.9% | +74.1% | +650.8% | +571.3% |
| 5Y | +1,193.7% | +2.6% | +1,191.1% | +1,012.6% |
| All | +4,404.4% | +122.9% | +4,281.6% | +2,569.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling