+3,922.7%
DELL vs ALB
+84.6%
+3,838.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.0% | -2.3% | -4.6% |
| 7D | -1.9% | -7.6% | +5.7% | +0.1% |
| 30D | +14.9% | -5.6% | +20.5% | +16.2% |
| 3M | +37.2% | -16.8% | +54.1% | +43.2% |
| 6M | +254.0% | -26.3% | +280.3% | +279.0% |
| YTD | +306.1% | -13.2% | +319.4% | +313.6% |
| 1Y | +312.3% | +68.8% | +243.5% | +246.8% |
| 3Y | +654.0% | -30.7% | +684.7% | +641.5% |
| 5Y | +1,055.3% | -46.3% | +1,101.6% | +1,061.7% |
| All | +3,922.7% | +84.6% | +3,838.1% | +2,428.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling