+4,770.1%
DELL vs AAL
-63.5%
+4,833.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.5% | +2.3% |
| 7D | +25.6% | -0.3% | +25.9% | +25.7% |
| 30D | +17.7% | -19.0% | +36.7% | +23.7% |
| 3M | +33.4% | -5.1% | +38.5% | +34.3% |
| 6M | +266.2% | +15.5% | +250.7% | +250.1% |
| YTD | +328.0% | -15.8% | +343.8% | +338.9% |
| 1Y | +339.6% | -0.3% | +339.9% | +330.9% |
| 3Y | +694.6% | -7.7% | +702.3% | +661.0% |
| 5Y | +1,122.0% | -32.5% | +1,154.5% | +1,113.1% |
| 10Y | +4,062.5% | -66.0% | +4,128.4% | +4,246.0% |
| All | +4,770.1% | -63.5% | +4,833.6% | +4,698.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 AAL 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