+305.5%
DELL vs AS
+137.8%
+167.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -2.9% |
| 7D | -18.1% | +4.5% | -22.6% | -19.3% |
| 30D | -42.9% | +13.2% | -56.1% | -45.3% |
| 3M | -26.9% | -11.9% | -15.0% | -24.2% |
| 6M | +28.8% | -11.6% | +40.3% | +32.2% |
| YTD | +168.4% | -14.7% | +183.1% | +176.8% |
| 1Y | +136.8% | +5.7% | +131.1% | +124.2% |
| All | +305.5% | +137.8% | +167.7% | +172.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling