+3,922.7%
DELL vs AME
+427.9%
+3,494.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.5% | -4.7% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | +14.9% | -8.6% | +23.5% | +22.7% |
| 3M | +37.2% | +5.8% | +31.4% | +32.7% |
| 6M | +254.0% | +3.8% | +250.2% | +245.7% |
| YTD | +306.1% | +14.4% | +291.7% | +271.4% |
| 1Y | +312.3% | +25.8% | +286.5% | +251.6% |
| 3Y | +654.0% | +55.2% | +598.9% | +457.7% |
| 5Y | +1,055.3% | +85.5% | +969.8% | +658.2% |
| All | +3,922.7% | +427.9% | +3,494.8% | +1,681.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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