+130.8%
AMGN vs DAL
+106.7%
+24.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -1.7% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +7.8% | -13.9% | +21.8% | +9.5% |
| 3M | +27.3% | +1.1% | +26.2% | +26.9% |
| 6M | +16.8% | +26.2% | -9.4% | +13.7% |
| YTD | +36.3% | +16.4% | +19.9% | +33.5% |
| 1Y | +60.4% | +33.9% | +26.6% | +54.7% |
| 3Y | +86.3% | +93.4% | -7.0% | +69.3% |
| All | +130.8% | +106.7% | +24.1% | +105.3% |
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