+143.3%
DELL vs ACM
-46.6%
+189.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.9% | -11.8% | -9.2% |
| 7D | -24.6% | +9.5% | -34.1% | -25.7% |
| 30D | -32.5% | +14.7% | -47.2% | -34.1% |
| 3M | -20.2% | -9.5% | -10.7% | -18.0% |
| 6M | +76.5% | -18.0% | +94.5% | +87.9% |
| YTD | +198.9% | -27.3% | +226.2% | +234.4% |
| 1Y | +143.3% | -47.0% | +190.3% | +188.0% |
| All | +143.3% | -46.6% | +189.9% | +188.0% |
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