+43.6%
AMGN vs DAL
+29.2%
+14.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -11.6% | +0.8% | -12.4% | -11.7% |
| 30D | -5.7% | -11.7% | +6.1% | -3.8% |
| 3M | +14.2% | -2.7% | +17.0% | +14.4% |
| 6M | +5.2% | +30.7% | -25.5% | +0.6% |
| YTD | +22.0% | +14.4% | +7.6% | +18.6% |
| 1Y | +43.6% | +31.2% | +12.4% | +35.1% |
| All | +43.6% | +29.2% | +14.4% | +35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling