+1,122.0%
DELL vs AR
+140.6%
+981.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | +25.6% | -1.8% | +27.5% | +26.2% |
| 30D | +17.7% | +12.6% | +5.1% | +13.9% |
| 3M | +33.4% | +10.0% | +23.4% | +29.5% |
| 6M | +266.2% | +0.6% | +265.6% | +262.1% |
| YTD | +328.0% | +13.4% | +314.6% | +309.7% |
| 1Y | +339.6% | +21.7% | +317.9% | +311.5% |
| 3Y | +694.6% | +45.8% | +648.8% | +611.5% |
| 5Y | +1,122.0% | +144.3% | +977.7% | +860.1% |
| All | +1,122.0% | +140.6% | +981.3% | +860.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling