+172.1%
DELL vs ALB
-5.3%
+177.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.1% | +10.7% | +11.5% |
| 7D | +0.4% | +1.1% | -0.7% | 0.0% |
| 30D | -35.1% | -2.6% | -32.5% | -34.8% |
| 3M | -15.1% | -25.6% | +10.4% | -9.9% |
| 6M | +51.7% | -54.0% | +105.7% | +75.3% |
| YTD | +200.0% | -31.6% | +231.6% | +242.0% |
| 1Y | +172.1% | -6.6% | +178.7% | +231.0% |
| All | +172.1% | -5.3% | +177.4% | +231.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling