+3,290.5%
DELL vs ALB
+33.0%
+3,257.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | +17.1% | -3.6% | +20.7% | +18.3% |
| 30D | -35.1% | -2.9% | -32.2% | -34.7% |
| 3M | -23.3% | -25.8% | +2.6% | -17.8% |
| 6M | +55.8% | -53.6% | +109.4% | +87.4% |
| YTD | +198.0% | -32.4% | +230.3% | +222.1% |
| 1Y | +166.6% | -13.0% | +179.6% | +168.6% |
| 3Y | +427.6% | -15.0% | +442.6% | +389.7% |
| 5Y | +630.6% | -63.5% | +694.2% | +714.5% |
| 10Y | +2,866.3% | +34.7% | +2,831.6% | +1,907.1% |
| All | +3,290.5% | +33.0% | +3,257.5% | +2,207.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling