+4,681.2%
DELL vs ALK
-31.9%
+4,713.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.0% |
| 7D | +14.9% | -0.7% | +15.5% | +15.2% |
| 30D | +13.3% | -19.2% | +32.5% | +20.6% |
| 3M | +24.4% | -1.5% | +25.9% | +23.8% |
| 6M | +258.0% | -13.1% | +271.1% | +265.0% |
| YTD | +320.2% | -16.4% | +336.6% | +330.0% |
| 1Y | +319.1% | -33.1% | +352.1% | +356.5% |
| 3Y | +706.5% | +0.6% | +705.9% | +640.5% |
| 5Y | +1,071.9% | -26.4% | +1,098.3% | +1,060.1% |
| 10Y | +4,683.5% | -34.2% | +4,717.6% | +4,146.2% |
| All | +4,681.2% | -31.9% | +4,713.2% | +4,094.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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