+4,681.2%
DELL vs ALLY
+197.1%
+4,484.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +14.9% | +3.7% | +11.2% | +13.5% |
| 30D | +13.3% | -2.3% | +15.5% | +14.5% |
| 3M | +24.4% | +3.8% | +20.6% | +22.6% |
| 6M | +258.0% | +9.7% | +248.3% | +244.4% |
| YTD | +320.2% | -1.4% | +321.6% | +319.5% |
| 1Y | +319.1% | +8.2% | +310.8% | +301.5% |
| 3Y | +706.5% | +66.5% | +640.1% | +544.5% |
| 5Y | +1,071.9% | +1.2% | +1,070.7% | +982.3% |
| 10Y | +4,683.5% | +191.4% | +4,492.0% | +2,938.6% |
| All | +4,681.2% | +197.1% | +4,484.1% | +2,893.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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