+4,681.2%
DELL vs ALB
+76.5%
+4,604.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.4% | +5.9% | +2.6% |
| 7D | +14.9% | -8.1% | +22.9% | +17.3% |
| 30D | +13.3% | +6.3% | +7.0% | +11.0% |
| 3M | +24.4% | -23.6% | +48.0% | +32.6% |
| 6M | +258.0% | -24.6% | +282.6% | +280.9% |
| YTD | +320.2% | -10.3% | +330.5% | +324.2% |
| 1Y | +319.1% | +61.5% | +257.6% | +256.1% |
| 3Y | +706.5% | -34.0% | +740.5% | +703.6% |
| 5Y | +1,071.9% | -44.6% | +1,116.5% | +1,069.3% |
| 10Y | +4,683.5% | +76.1% | +4,607.4% | +2,954.9% |
| All | +4,681.2% | +76.5% | +4,604.8% | +2,938.3% |
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