+724.9%
DELL vs AUR
+84.2%
+640.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.6% | +10.4% | +11.7% |
| 7D | +8.2% | +1.4% | +6.8% | +8.0% |
| 30D | +17.1% | -6.4% | +23.5% | +18.2% |
| 3M | +45.2% | +7.7% | +37.5% | +43.5% |
| 6M | +286.8% | +44.5% | +242.3% | +266.4% |
| YTD | +354.8% | +67.4% | +287.3% | +322.5% |
| 1Y | +358.3% | +15.4% | +342.8% | +343.2% |
| 3Y | +724.9% | +94.8% | +630.1% | +632.1% |
| All | +724.9% | +84.2% | +640.7% | +632.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling