+319.1%
DELL vs ACM
-45.8%
+364.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +14.9% | -3.7% | +18.6% | +15.7% |
| 30D | +13.3% | -11.1% | +24.4% | +17.1% |
| 3M | +24.4% | -8.0% | +32.4% | +27.2% |
| 6M | +258.0% | -29.7% | +287.7% | +305.5% |
| YTD | +320.2% | -29.4% | +349.6% | +376.6% |
| 1Y | +319.1% | -46.4% | +365.5% | +437.7% |
| All | +319.1% | -45.8% | +364.8% | +437.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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