+925.0%
AMGN vs DAL
+329.9%
+595.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -1.8% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +7.8% | -13.9% | +21.8% | +9.9% |
| 3M | +27.3% | +1.1% | +26.2% | +26.9% |
| 6M | +16.8% | +26.2% | -9.4% | +12.9% |
| YTD | +36.3% | +16.4% | +19.9% | +32.9% |
| 1Y | +60.4% | +33.9% | +26.6% | +53.3% |
| 3Y | +86.3% | +93.4% | -7.0% | +66.3% |
| 5Y | +125.7% | +106.4% | +19.3% | +95.7% |
| 10Y | +247.0% | +143.0% | +104.1% | +180.0% |
| All | +925.0% | +329.9% | +595.1% | +568.8% |
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