+1,106.2%
DELL vs ALM
+958.0%
+148.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +0.6% |
| 7D | +8.7% | +3.6% | +5.1% | +8.4% |
| 30D | +16.9% | +33.8% | -16.9% | +14.0% |
| 3M | +40.4% | +14.8% | +25.7% | +38.0% |
| 6M | +267.1% | -7.0% | +274.0% | +262.4% |
| YTD | +329.1% | +108.1% | +221.0% | +304.6% |
| 1Y | +346.9% | +313.8% | +33.2% | +303.4% |
| 3Y | +696.6% | +2,227.6% | -1,531.0% | +531.5% |
| 5Y | +1,106.2% | +956.6% | +149.5% | +905.7% |
| All | +1,106.2% | +958.0% | +148.2% | +905.7% |
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