+507.9%
ABT vs DAL
+365.4%
+142.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.2% | +3.4% | -1.3% |
| 7D | -5.6% | +1.4% | -7.0% | -5.8% |
| 30D | +5.2% | +9.1% | -3.9% | +4.1% |
| 3M | -2.7% | -3.5% | +0.8% | -2.5% |
| 6M | +28.8% | +23.4% | +5.5% | +25.4% |
| YTD | -12.3% | +26.0% | -38.3% | -15.1% |
| 1Y | -14.7% | +44.6% | -59.3% | -18.8% |
| 3Y | +21.6% | +162.7% | -141.1% | +5.8% |
| 5Y | -7.8% | +113.0% | -120.7% | -18.8% |
| 10Y | +222.5% | +109.8% | +112.6% | +172.0% |
| All | +507.9% | +365.4% | +142.5% | +312.4% |
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