+2,901.0%
DELL vs AR
+31.5%
+2,869.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.8% |
| 7D | -22.6% | -14.3% | -8.3% | -20.9% |
| 30D | -43.2% | +1.4% | -44.6% | -43.2% |
| 3M | -24.8% | +3.4% | -28.2% | -25.3% |
| 6M | +38.0% | -2.1% | +40.1% | +37.8% |
| YTD | +163.7% | +4.7% | +159.0% | +160.6% |
| 1Y | +122.5% | +10.6% | +112.0% | +118.2% |
| 3Y | +377.0% | +24.6% | +352.4% | +359.9% |
| 5Y | +542.6% | +71.9% | +470.7% | +493.6% |
| 10Y | +2,554.1% | +46.4% | +2,507.8% | +2,283.9% |
| All | +2,901.0% | +31.5% | +2,869.5% | +2,679.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling