+2,901.0%
DELL vs ALLE
+189.6%
+2,711.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.6% | +4.1% |
| 7D | -22.6% | -0.6% | -22.0% | -22.4% |
| 30D | -43.2% | +25.3% | -68.5% | -49.4% |
| 3M | -24.8% | +10.3% | -35.1% | -29.0% |
| 6M | +38.0% | +38.0% | -0.1% | +15.3% |
| YTD | +163.7% | +17.8% | +146.0% | +138.3% |
| 1Y | +122.5% | +13.6% | +108.9% | +104.7% |
| 3Y | +377.0% | +89.2% | +287.7% | +229.1% |
| 5Y | +542.6% | +51.1% | +491.5% | +389.2% |
| 10Y | +2,554.1% | +228.1% | +2,326.0% | +1,426.3% |
| All | +2,901.0% | +189.6% | +2,711.4% | +1,629.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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