+136.8%
DELL vs AR
+9.7%
+127.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.3% | -2.5% | +1.0% |
| 7D | -18.1% | -5.8% | -12.4% | -17.2% |
| 30D | -42.9% | +4.8% | -47.7% | -42.9% |
| 3M | -26.9% | +1.5% | -28.4% | -27.1% |
| 6M | +28.8% | +4.7% | +24.1% | +26.6% |
| YTD | +168.4% | +9.2% | +159.2% | +153.9% |
| 1Y | +136.8% | +11.2% | +125.6% | +123.3% |
| All | +136.8% | +9.7% | +127.1% | +123.3% |
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