+3,290.5%
DELL vs ACM
+122.0%
+3,168.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +17.1% | +5.1% | +12.0% | +14.6% |
| 30D | -35.1% | +18.7% | -53.7% | -39.9% |
| 3M | -23.3% | +15.5% | -38.7% | -28.5% |
| 6M | +55.8% | +1.2% | +54.6% | +51.8% |
| YTD | +198.0% | -25.2% | +223.2% | +231.1% |
| 1Y | +166.6% | -46.3% | +212.9% | +245.3% |
| 3Y | +427.6% | -9.6% | +437.2% | +437.5% |
| 5Y | +630.6% | +4.4% | +626.2% | +594.7% |
| 10Y | +2,866.3% | +129.3% | +2,737.0% | +1,921.1% |
| All | +3,290.5% | +122.0% | +3,168.5% | +2,363.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling