+145.3%
DELL vs AS
+8.1%
+137.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.1% | +2.3% | +5.1% |
| 7D | -11.8% | +5.8% | -17.7% | -12.2% |
| 30D | -40.8% | +15.4% | -56.2% | -41.8% |
| 3M | -23.6% | -11.9% | -11.7% | -21.5% |
| 6M | +33.4% | -9.9% | +43.3% | +36.1% |
| YTD | +178.0% | -13.1% | +191.1% | +181.8% |
| All | +145.3% | +8.1% | +137.2% | +147.3% |
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