+319.1%
DELL vs ALM
+318.3%
+0.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.7% |
| 7D | +14.9% | -2.6% | +17.5% | +15.3% |
| 30D | +13.3% | +32.0% | -18.7% | +8.8% |
| 3M | +24.4% | -15.0% | +39.4% | +23.4% |
| 6M | +258.0% | -10.1% | +268.1% | +248.3% |
| YTD | +320.2% | +99.4% | +220.8% | +288.1% |
| 1Y | +319.1% | +316.4% | +2.7% | +279.6% |
| All | +319.1% | +318.3% | +0.7% | +279.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling