+4,681.2%
DELL vs ALLE
+144.6%
+4,536.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.0% |
| 7D | +14.9% | -0.2% | +15.1% | +15.2% |
| 30D | +13.3% | -6.8% | +20.1% | +17.2% |
| 3M | +24.4% | +21.0% | +3.4% | +11.9% |
| 6M | +258.0% | +1.1% | +256.9% | +252.4% |
| YTD | +320.2% | -0.5% | +320.7% | +315.6% |
| 1Y | +319.1% | -7.3% | +326.3% | +328.8% |
| 3Y | +706.5% | +42.3% | +664.3% | +547.3% |
| 5Y | +1,071.9% | +13.5% | +1,058.4% | +935.3% |
| 10Y | +4,683.5% | +144.0% | +4,539.4% | +2,916.5% |
| All | +4,681.2% | +144.6% | +4,536.7% | +2,915.7% |
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