+4,681.2%
DELL vs AME
+424.9%
+4,256.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +0.4% |
| 7D | +14.9% | +0.6% | +14.3% | +14.6% |
| 30D | +13.3% | -6.7% | +20.0% | +19.2% |
| 3M | +24.4% | +4.1% | +20.3% | +21.6% |
| 6M | +258.0% | +1.6% | +256.4% | +254.5% |
| YTD | +320.2% | +16.1% | +304.0% | +280.3% |
| 1Y | +319.1% | +27.3% | +291.7% | +254.3% |
| 3Y | +706.5% | +50.9% | +655.7% | +507.5% |
| 5Y | +1,071.9% | +81.4% | +990.5% | +679.7% |
| 10Y | +4,683.5% | +417.0% | +4,266.5% | +2,025.7% |
| All | +4,681.2% | +424.9% | +4,256.4% | +2,013.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling