+1,120.6%
DELL vs AME
+84.2%
+1,036.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.8% |
| 7D | +8.7% | +1.3% | +7.4% | +7.6% |
| 30D | +16.9% | -6.6% | +23.5% | +23.9% |
| 3M | +40.4% | +3.0% | +37.5% | +37.9% |
| 6M | +267.1% | +5.3% | +261.8% | +252.6% |
| YTD | +329.1% | +15.4% | +313.7% | +283.5% |
| 1Y | +346.9% | +26.8% | +320.1% | +268.0% |
| 3Y | +696.6% | +56.5% | +640.1% | +449.5% |
| All | +1,120.6% | +84.2% | +1,036.4% | +621.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling