+4,681.2%
DELL vs ACM
+109.7%
+4,571.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | +14.9% | -3.7% | +18.6% | +16.9% |
| 30D | +13.3% | -11.1% | +24.4% | +18.1% |
| 3M | +24.4% | -8.0% | +32.4% | +26.8% |
| 6M | +258.0% | -29.7% | +287.7% | +311.5% |
| YTD | +320.2% | -29.4% | +349.6% | +379.9% |
| 1Y | +319.1% | -46.4% | +365.5% | +443.7% |
| 3Y | +706.5% | -22.3% | +728.9% | +779.0% |
| 5Y | +1,071.9% | +4.5% | +1,067.4% | +1,016.3% |
| 10Y | +4,683.5% | +127.6% | +4,555.8% | +3,387.5% |
| All | +4,681.2% | +109.7% | +4,571.5% | +3,470.3% |
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