+143.3%
DELL vs AS
+3.3%
+140.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +5.1% | -13.9% | -9.2% |
| 7D | -24.6% | +13.8% | -38.4% | -25.7% |
| 30D | -32.5% | +16.7% | -49.2% | -33.9% |
| 3M | -20.2% | -11.5% | -8.7% | -18.2% |
| 6M | +76.5% | -5.5% | +82.0% | +77.4% |
| YTD | +198.9% | -14.2% | +213.1% | +203.5% |
| 1Y | +143.3% | +2.1% | +141.3% | +138.7% |
| All | +143.3% | +3.3% | +140.0% | +138.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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