+388.0%
DELL vs ACM
-9.1%
+397.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.6% | -7.7% | -7.4% |
| 7D | +4.9% | +5.6% | -0.8% | +2.5% |
| 30D | -32.1% | +20.8% | -52.9% | -37.3% |
| 3M | -30.2% | +11.4% | -41.6% | -33.6% |
| 6M | +41.7% | +0.9% | +40.8% | +38.8% |
| YTD | +176.6% | -24.8% | +201.4% | +216.7% |
| 1Y | +159.9% | -46.4% | +206.4% | +273.6% |
| 3Y | +388.0% | -9.2% | +397.2% | +449.4% |
| All | +388.0% | -9.1% | +397.1% | +449.4% |
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 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