+298.4%
DELL vs AS
+134.9%
+163.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.5% |
| 7D | -22.6% | +6.9% | -29.5% | -24.3% |
| 30D | -43.2% | +16.0% | -59.2% | -46.1% |
| 3M | -24.8% | -12.8% | -12.0% | -21.9% |
| 6M | +38.0% | -15.4% | +53.4% | +43.8% |
| YTD | +163.7% | -15.7% | +179.5% | +172.9% |
| 1Y | +122.5% | +6.1% | +116.5% | +110.0% |
| All | +298.4% | +134.9% | +163.5% | +168.7% |
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 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