+633.1%
DELL vs ALM
+456.2%
+176.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.2% | +11.5% | +11.7% |
| 7D | +0.4% | -7.2% | +7.5% | +1.2% |
| 30D | -35.1% | -26.4% | -8.8% | -33.2% |
| 3M | -15.1% | -38.6% | +23.5% | -11.5% |
| 6M | +51.7% | -61.0% | +112.7% | +61.9% |
| YTD | +200.0% | -7.4% | +207.4% | +202.9% |
| 1Y | +172.1% | +14.0% | +158.2% | +171.0% |
| 3Y | +431.2% | +844.4% | -413.2% | +355.9% |
| 5Y | +633.1% | +410.8% | +222.3% | +557.4% |
| All | +633.1% | +456.2% | +176.9% | +557.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling