+390.2%
DELL vs ALAB
+490.6%
-100.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.8% | -8.3% | -0.7% |
| 7D | +14.9% | +7.2% | +7.7% | +13.0% |
| 30D | +13.3% | -2.5% | +15.8% | +13.8% |
| 3M | +24.4% | -13.3% | +37.7% | +26.1% |
| 6M | +258.0% | +172.8% | +85.2% | +176.5% |
| YTD | +320.2% | +86.6% | +233.6% | +245.9% |
| 1Y | +319.1% | +65.2% | +253.9% | +245.0% |
| All | +390.2% | +490.6% | -100.4% | +184.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling