+534.7%
DELL vs AS
+120.4%
+414.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.6% | -2.1% | +0.3% |
| 7D | +14.9% | -4.9% | +19.8% | +16.7% |
| 30D | +13.3% | -19.6% | +32.9% | +21.5% |
| 3M | +24.4% | -14.4% | +38.8% | +29.4% |
| 6M | +258.0% | -20.1% | +278.1% | +279.7% |
| YTD | +320.2% | -20.9% | +341.1% | +346.1% |
| 1Y | +319.1% | -21.9% | +340.9% | +344.5% |
| All | +534.7% | +120.4% | +414.3% | +339.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling