+166.6%
DELL vs AA
+6.8%
+159.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.2% |
| 7D | +17.1% | +5.3% | +11.8% | +15.4% |
| 30D | -35.1% | -2.3% | -32.8% | -34.4% |
| 3M | -23.3% | -20.8% | -2.5% | -18.2% |
| 6M | +55.8% | -39.8% | +95.6% | +76.5% |
| YTD | +198.0% | -23.3% | +221.3% | +205.3% |
| 1Y | +166.6% | +1.8% | +164.7% | +131.6% |
| All | +166.6% | +6.8% | +159.8% | +131.6% |
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