+3,063.4%
DELL vs ALB
+39.0%
+3,024.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.5% | +5.4% |
| 7D | -11.8% | +9.5% | -21.3% | -14.1% |
| 30D | -40.8% | -2.1% | -38.7% | -40.6% |
| 3M | -23.6% | -24.1% | +0.6% | -18.6% |
| 6M | +33.4% | -51.0% | +84.4% | +58.1% |
| YTD | +178.0% | -29.3% | +207.3% | +197.1% |
| 1Y | +138.6% | +3.2% | +135.4% | +129.7% |
| 3Y | +400.9% | -9.3% | +410.2% | +357.0% |
| 5Y | +580.7% | -61.6% | +642.4% | +648.5% |
| 10Y | +2,655.3% | +40.8% | +2,614.5% | +1,742.9% |
| All | +3,063.4% | +39.0% | +3,024.4% | +2,027.9% |
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