+2,572.3%
DELL vs ACM
+132.1%
+2,440.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.7% |
| 7D | -18.1% | +6.6% | -24.7% | -20.4% |
| 30D | -42.9% | +19.8% | -62.6% | -47.4% |
| 3M | -26.9% | -3.1% | -23.7% | -26.7% |
| 6M | +28.8% | -11.5% | +40.3% | +33.3% |
| YTD | +168.4% | -24.7% | +193.1% | +198.1% |
| 1Y | +136.8% | -45.1% | +181.9% | +205.6% |
| 3Y | +375.3% | -8.9% | +384.2% | +382.3% |
| 5Y | +551.0% | +5.4% | +545.6% | +514.2% |
| All | +2,572.3% | +132.1% | +2,440.2% | +1,702.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling