+143.3%
DELL vs AR
+14.7%
+128.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -6.3% | -2.6% | -7.9% |
| 7D | -24.6% | -11.1% | -13.5% | -23.3% |
| 30D | -32.5% | +7.9% | -40.4% | -32.8% |
| 3M | -20.2% | +4.9% | -25.1% | -21.1% |
| 6M | +76.5% | -5.3% | +81.8% | +78.6% |
| YTD | +198.9% | +8.6% | +190.3% | +183.1% |
| 1Y | +143.3% | +13.7% | +129.7% | +128.2% |
| All | +143.3% | +14.7% | +128.6% | +128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling