+3,290.5%
DELL vs AA
+72.6%
+3,217.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.3% |
| 7D | +17.1% | +5.3% | +11.8% | +15.7% |
| 30D | -35.1% | -2.3% | -32.8% | -34.5% |
| 3M | -23.3% | -20.8% | -2.5% | -18.4% |
| 6M | +55.8% | -39.8% | +95.6% | +76.9% |
| YTD | +198.0% | -23.3% | +221.3% | +212.7% |
| 1Y | +166.6% | +1.8% | +164.7% | +159.4% |
| 3Y | +427.6% | +69.5% | +358.1% | +337.9% |
| 5Y | +630.6% | -18.0% | +648.6% | +573.5% |
| 10Y | +2,866.3% | +45.7% | +2,820.6% | +1,781.6% |
| All | +3,290.5% | +72.6% | +3,217.9% | +2,057.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling