+694.6%
DELL vs ACM
-19.8%
+714.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.2% |
| 7D | +25.6% | -0.3% | +25.9% | +25.8% |
| 30D | +17.7% | -12.9% | +30.6% | +24.4% |
| 3M | +33.4% | -6.4% | +39.8% | +35.1% |
| 6M | +266.2% | -29.2% | +295.4% | +330.6% |
| YTD | +328.0% | -29.9% | +357.9% | +402.9% |
| 1Y | +339.6% | -47.3% | +386.8% | +515.7% |
| 3Y | +694.6% | -19.6% | +714.2% | +816.3% |
| All | +694.6% | -19.8% | +714.4% | +816.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling