+117.1%
AMAT vs DAL
+103.7%
+13.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.3% | -9.2% | -11.5% |
| 7D | -24.3% | +4.6% | -28.8% | -25.9% |
| 30D | -39.8% | +2.3% | -42.1% | -40.6% |
| 3M | -40.2% | -8.1% | -32.1% | -37.9% |
| 6M | -22.1% | +21.4% | -43.5% | -29.2% |
| YTD | +24.7% | +24.3% | +0.4% | +11.2% |
| 1Y | +33.3% | +47.4% | -14.1% | +9.8% |
| 3Y | +133.9% | +164.6% | -30.8% | +31.7% |
| 5Y | +117.1% | +100.2% | +16.8% | +26.3% |
| All | +117.1% | +103.7% | +13.4% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling