+400.9%
DELL vs ALB
-13.4%
+414.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.5% | +5.4% |
| 7D | -11.8% | +9.5% | -21.3% | -13.9% |
| 30D | -40.8% | -2.1% | -38.7% | -40.6% |
| 3M | -23.6% | -24.1% | +0.6% | -19.1% |
| 6M | +33.4% | -51.0% | +84.4% | +55.1% |
| YTD | +178.0% | -29.3% | +207.3% | +196.0% |
| 1Y | +138.6% | +3.2% | +135.4% | +131.9% |
| 3Y | +400.9% | -9.3% | +410.2% | +361.7% |
| All | +400.9% | -13.4% | +414.3% | +361.7% |
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