+2,662.4%
DELL vs ALB
+32.4%
+2,630.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.4% | -5.8% | -6.8% |
| 7D | +4.9% | -5.8% | +10.6% | +6.5% |
| 30D | -32.1% | -4.5% | -27.5% | -31.3% |
| 3M | -30.2% | -28.1% | -2.2% | -24.6% |
| 6M | +41.7% | -53.2% | +94.9% | +70.3% |
| YTD | +176.6% | -33.3% | +209.9% | +200.2% |
| 1Y | +159.9% | -17.4% | +177.4% | +165.7% |
| 3Y | +388.0% | -14.1% | +402.1% | +351.4% |
| 5Y | +578.2% | -64.0% | +642.2% | +659.3% |
| All | +2,662.4% | +32.4% | +2,630.0% | +1,682.3% |
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