+312.3%
DELL vs ALB
+68.9%
+243.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.0% | -2.3% | -4.8% |
| 7D | -1.9% | -7.6% | +5.7% | -0.5% |
| 30D | +14.9% | -5.6% | +20.5% | +15.7% |
| 3M | +37.2% | -16.8% | +54.1% | +40.7% |
| 6M | +254.0% | -26.3% | +280.3% | +269.8% |
| YTD | +306.1% | -13.2% | +319.4% | +327.1% |
| 1Y | +312.3% | +68.8% | +243.5% | +371.6% |
| All | +312.3% | +68.9% | +243.4% | +371.6% |
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 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