+4,404.4%
DELL vs AU
+699.0%
+3,705.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.5% | +11.5% | +11.9% |
| 7D | +8.2% | -4.3% | +12.5% | +8.7% |
| 30D | +17.1% | +7.3% | +9.8% | +16.1% |
| 3M | +45.2% | +26.3% | +18.8% | +41.4% |
| 6M | +286.8% | +1.8% | +285.0% | +283.3% |
| YTD | +354.8% | +26.8% | +328.0% | +342.5% |
| 1Y | +358.3% | +66.7% | +291.6% | +336.0% |
| 3Y | +724.9% | +579.1% | +145.8% | +594.9% |
| 5Y | +1,193.7% | +689.3% | +504.4% | +965.5% |
| All | +4,404.4% | +699.0% | +3,705.5% | +3,722.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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