+1,136.1%
DELL vs AUR
-35.7%
+1,171.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.6% | +10.4% | +11.8% |
| 7D | +8.2% | +1.4% | +6.8% | +8.1% |
| 30D | +17.1% | -6.4% | +23.5% | +17.9% |
| 3M | +45.2% | +7.7% | +37.5% | +43.9% |
| 6M | +286.8% | +44.5% | +242.3% | +270.6% |
| YTD | +354.8% | +67.4% | +287.3% | +329.0% |
| 1Y | +358.3% | +15.4% | +342.8% | +346.8% |
| 3Y | +724.9% | +94.8% | +630.1% | +639.0% |
| 5Y | +1,193.7% | -35.1% | +1,228.8% | +1,011.7% |
| All | +1,136.1% | -35.7% | +1,171.8% | +961.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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