+350.1%
DELL vs AS
+125.3%
+224.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +0.2% |
| 7D | +17.1% | -3.6% | +20.7% | +18.4% |
| 30D | -35.1% | +3.4% | -38.5% | -36.1% |
| 3M | -23.3% | -8.6% | -14.7% | -21.6% |
| 6M | +55.8% | -10.0% | +65.9% | +58.1% |
| YTD | +198.0% | -19.2% | +217.1% | +212.1% |
| 1Y | +166.6% | -3.8% | +170.4% | +160.4% |
| All | +350.1% | +125.3% | +224.8% | +207.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling