+3,063.4%
DELL vs ALLY
+164.2%
+2,899.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.9% | +4.5% | +5.1% |
| 7D | -11.8% | -0.2% | -11.6% | -11.9% |
| 30D | -40.8% | +3.4% | -44.3% | -41.7% |
| 3M | -23.6% | -11.1% | -12.5% | -20.1% |
| 6M | +33.4% | -11.5% | +44.9% | +39.1% |
| YTD | +178.0% | -12.3% | +190.3% | +189.6% |
| 1Y | +138.6% | +1.1% | +137.4% | +135.2% |
| 3Y | +400.9% | +64.8% | +336.1% | +303.2% |
| 5Y | +580.7% | -6.9% | +587.6% | +549.9% |
| 10Y | +2,655.3% | +194.9% | +2,460.3% | +1,625.2% |
| All | +3,063.4% | +164.2% | +2,899.2% | +1,966.2% |
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