+1,103.1%
DELL vs AA
+17.9%
+1,085.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.7% | +0.9% |
| 7D | +25.6% | +1.7% | +24.0% | +25.0% |
| 30D | +17.7% | +3.3% | +14.3% | +15.9% |
| 3M | +33.4% | -29.4% | +62.8% | +45.6% |
| 6M | +266.2% | -12.8% | +279.0% | +274.2% |
| YTD | +328.0% | -2.1% | +330.1% | +319.2% |
| 1Y | +339.6% | +62.8% | +276.8% | +268.5% |
| 3Y | +694.6% | +90.5% | +604.1% | +520.4% |
| All | +1,103.1% | +17.9% | +1,085.2% | +911.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling