+38.0%
DELL vs AR
-4.6%
+42.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.7% |
| 7D | -22.6% | -14.3% | -8.3% | -23.3% |
| 30D | -43.2% | +1.4% | -44.6% | -41.7% |
| 3M | -24.8% | +3.4% | -28.2% | -24.1% |
| 6M | +38.0% | -2.1% | +40.1% | +40.6% |
| All | +38.0% | -4.6% | +42.6% | +40.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling