+4,177.7%
DELL vs ACM
+124.8%
+4,053.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.3% | +1.6% |
| 7D | +8.7% | -3.7% | +12.4% | +10.5% |
| 30D | +16.9% | -12.7% | +29.6% | +22.8% |
| 3M | +40.4% | -9.8% | +50.2% | +44.2% |
| 6M | +267.1% | -31.4% | +298.5% | +326.3% |
| YTD | +329.1% | -32.1% | +361.2% | +398.4% |
| 1Y | +346.9% | -47.8% | +394.7% | +486.2% |
| 3Y | +696.6% | -22.1% | +718.7% | +766.4% |
| 5Y | +1,106.2% | +1.8% | +1,104.4% | +1,061.5% |
| 10Y | +4,177.7% | +132.5% | +4,045.2% | +2,936.4% |
| All | +4,177.7% | +124.8% | +4,053.0% | +2,936.4% |
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