+3,290.5%
DELL vs ALM
+1,256.4%
+2,034.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | -0.2% |
| 7D | +17.1% | -4.0% | +21.1% | +17.5% |
| 30D | -35.1% | -30.5% | -4.6% | -33.3% |
| 3M | -23.3% | -46.9% | +23.6% | -20.0% |
| 6M | +55.8% | -65.5% | +121.3% | +65.6% |
| YTD | +198.0% | -13.4% | +211.4% | +199.9% |
| 1Y | +166.6% | +9.8% | +156.8% | +164.6% |
| 3Y | +427.6% | +783.1% | -355.5% | +357.0% |
| 5Y | +630.6% | +378.3% | +252.3% | +541.3% |
| 10Y | +2,866.3% | +1,942.8% | +923.4% | +2,334.2% |
| All | +3,290.5% | +1,256.4% | +2,034.1% | +2,762.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling