+3,922.7%
DELL vs ALM
+2,776.7%
+1,146.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -9.6% | +4.3% | -4.7% |
| 7D | -1.9% | -7.1% | +5.2% | -1.4% |
| 30D | +14.9% | +24.7% | -9.8% | +13.2% |
| 3M | +37.2% | +8.3% | +28.9% | +36.0% |
| 6M | +254.0% | -22.2% | +276.2% | +255.0% |
| YTD | +306.1% | +88.1% | +218.1% | +288.2% |
| 1Y | +312.3% | +272.4% | +39.9% | +278.4% |
| 3Y | +654.0% | +2,004.1% | -1,350.1% | +514.0% |
| 5Y | +1,055.3% | +915.8% | +139.5% | +864.0% |
| All | +3,922.7% | +2,776.7% | +1,146.0% | +3,071.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling