+2,901.0%
DELL vs APH
+993.6%
+1,907.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.5% | +0.6% |
| 7D | -22.6% | -5.9% | -16.6% | -18.4% |
| 30D | -43.2% | -14.8% | -28.4% | -35.3% |
| 3M | -24.8% | -12.4% | -12.4% | -16.5% |
| 6M | +38.0% | +8.1% | +29.9% | +30.1% |
| YTD | +163.7% | +10.9% | +152.8% | +129.2% |
| 1Y | +122.5% | +8.8% | +113.8% | +95.7% |
| 3Y | +377.0% | +262.1% | +114.9% | +58.8% |
| 5Y | +542.6% | +283.1% | +259.4% | +103.0% |
| 10Y | +2,554.1% | +908.1% | +1,646.0% | +309.8% |
| All | +2,901.0% | +993.6% | +1,907.5% | +336.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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