+694.6%
DELL vs ALB
-27.5%
+722.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.3% |
| 7D | +25.6% | -4.4% | +30.0% | +26.8% |
| 30D | +17.7% | -1.2% | +18.8% | +17.6% |
| 3M | +33.4% | -13.3% | +46.7% | +37.1% |
| 6M | +266.2% | -19.8% | +286.0% | +281.5% |
| YTD | +328.0% | -7.9% | +335.9% | +330.5% |
| 1Y | +339.6% | +60.2% | +279.4% | +284.3% |
| 3Y | +694.6% | -26.4% | +721.0% | +649.0% |
| All | +694.6% | -27.5% | +722.1% | +649.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling