+1,145.9%
DELL vs ALB
-48.5%
+1,194.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -3.4% | +15.4% | +12.8% |
| 7D | +8.2% | -6.6% | +14.9% | +9.9% |
| 30D | +17.1% | -8.1% | +25.2% | +19.0% |
| 3M | +45.2% | -25.7% | +70.8% | +54.9% |
| 6M | +286.8% | -29.5% | +316.2% | +315.9% |
| YTD | +354.8% | -16.2% | +371.0% | +366.5% |
| 1Y | +358.3% | +59.2% | +299.0% | +296.1% |
| 3Y | +724.9% | -33.7% | +758.6% | +714.6% |
| All | +1,145.9% | -48.5% | +1,194.4% | +1,152.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling