+3,047.2%
DELL vs ACM
+123.2%
+2,923.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.6% | -7.7% | -7.4% |
| 7D | +4.9% | +5.6% | -0.8% | +2.4% |
| 30D | -32.1% | +20.8% | -52.9% | -37.6% |
| 3M | -30.2% | +11.4% | -41.6% | -33.9% |
| 6M | +41.7% | +0.9% | +40.8% | +38.2% |
| YTD | +176.6% | -24.8% | +201.4% | +206.5% |
| 1Y | +159.9% | -46.4% | +206.4% | +237.3% |
| 3Y | +388.0% | -9.2% | +397.2% | +396.2% |
| 5Y | +578.2% | +5.0% | +573.2% | +543.1% |
| 10Y | +2,653.4% | +130.6% | +2,522.8% | +1,771.1% |
| All | +3,047.2% | +123.2% | +2,923.9% | +2,180.6% |
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