+51.7%
DELL vs ACM
-11.4%
+63.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.5% | +12.3% | +11.8% |
| 7D | +0.4% | +3.0% | -2.7% | +0.2% |
| 30D | -35.1% | +19.7% | -54.8% | -35.1% |
| 3M | -15.1% | +5.3% | -20.5% | -15.0% |
| 6M | +51.7% | -10.8% | +62.5% | +63.3% |
| All | +51.7% | -11.4% | +63.2% | +63.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling