+1,003.9%
DELL vs AUR
-36.7%
+1,040.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.6% | -2.7% | -5.0% |
| 7D | -1.9% | +0.2% | -2.1% | -1.9% |
| 30D | +14.9% | -8.9% | +23.8% | +16.1% |
| 3M | +37.2% | +4.6% | +32.6% | +36.4% |
| 6M | +254.0% | +44.9% | +209.1% | +239.2% |
| YTD | +306.1% | +64.8% | +241.3% | +283.7% |
| 1Y | +312.3% | +16.4% | +295.9% | +301.7% |
| 3Y | +654.0% | +85.1% | +568.9% | +578.4% |
| 5Y | +1,055.3% | -36.1% | +1,091.5% | +894.5% |
| All | +1,003.9% | -36.7% | +1,040.6% | +849.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling