+3,047.2%
DELL vs AA
+69.6%
+2,977.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.8% | -5.4% | -6.7% |
| 7D | +4.9% | +0.5% | +4.4% | +4.9% |
| 30D | -32.1% | -0.6% | -31.5% | -31.8% |
| 3M | -30.2% | -19.7% | -10.6% | -26.0% |
| 6M | +41.7% | -41.6% | +83.3% | +62.2% |
| YTD | +176.6% | -24.6% | +201.2% | +191.7% |
| 1Y | +159.9% | +4.9% | +155.1% | +151.1% |
| 3Y | +388.0% | +66.8% | +321.1% | +306.9% |
| 5Y | +578.2% | -19.4% | +597.6% | +528.3% |
| 10Y | +2,653.4% | +43.1% | +2,610.3% | +1,655.4% |
| All | +3,047.2% | +69.6% | +2,977.6% | +1,912.6% |
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 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