+552.2%
DELL vs AR
+71.8%
+480.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.9% |
| 7D | -22.6% | -14.3% | -8.3% | -19.4% |
| 30D | -43.2% | +1.4% | -44.6% | -43.3% |
| 3M | -24.8% | +3.4% | -28.2% | -25.9% |
| 6M | +38.0% | -2.1% | +40.1% | +37.5% |
| YTD | +163.7% | +4.7% | +159.0% | +156.8% |
| 1Y | +122.5% | +10.6% | +112.0% | +113.1% |
| 3Y | +377.0% | +24.6% | +352.4% | +342.8% |
| All | +552.2% | +71.8% | +480.4% | +452.6% |
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