+1,179.2%
DELL vs ALHC
-28.9%
+1,208.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +14.9% | -0.6% | +15.5% | +14.9% |
| 30D | +13.3% | -1.0% | +14.3% | +13.3% |
| 3M | +24.4% | -10.2% | +34.5% | +24.4% |
| 6M | +258.0% | -28.3% | +286.3% | +258.9% |
| YTD | +320.2% | -31.4% | +351.6% | +321.3% |
| 1Y | +319.1% | -16.9% | +336.0% | +318.4% |
| 3Y | +706.5% | +135.5% | +571.1% | +650.7% |
| 5Y | +1,071.9% | -33.6% | +1,105.5% | +1,053.5% |
| All | +1,179.2% | -28.9% | +1,208.2% | +1,161.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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