+400.6%
DELL vs ALAB
+471.8%
-71.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.8% | -0.7% |
| 7D | +8.7% | +9.6% | -0.9% | +6.3% |
| 30D | +16.9% | -5.3% | +22.2% | +18.2% |
| 3M | +40.4% | -12.0% | +52.5% | +42.0% |
| 6M | +267.1% | +145.7% | +121.3% | +189.9% |
| YTD | +329.1% | +80.7% | +248.4% | +255.4% |
| 1Y | +346.9% | +40.1% | +306.8% | +283.5% |
| All | +400.6% | +471.8% | -71.2% | +192.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 5y: compounded portfolio wealth divided by compounded ALAB 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…
5y analysis · Full analysis span regression · 6 months rolling