+510.2%
ABT vs DAL
+329.9%
+180.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.6% |
| 7D | -3.7% | +0.1% | -3.8% | -3.7% |
| 30D | +2.5% | -13.9% | +16.4% | +4.2% |
| 3M | +20.2% | +1.1% | +19.1% | +19.9% |
| 6M | -2.9% | +26.2% | -29.2% | -5.8% |
| YTD | -11.9% | +16.4% | -28.4% | -13.9% |
| 1Y | -16.5% | +33.9% | -50.4% | -19.9% |
| 3Y | +12.1% | +93.4% | -81.3% | +1.2% |
| 5Y | -7.4% | +106.4% | -113.8% | -18.3% |
| 10Y | +210.7% | +143.0% | +67.7% | +158.5% |
| All | +510.2% | +329.9% | +180.3% | +318.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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