+453.5%
APH vs DAL
+142.6%
+311.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.8% | -50.6% | -48.6% |
| 7D | -48.7% | -1.2% | -47.5% | -48.9% |
| 30D | -51.9% | -13.9% | -38.0% | -50.1% |
| 3M | -43.6% | +1.1% | -44.6% | -44.3% |
| 6M | -37.5% | +26.2% | -63.8% | -42.6% |
| YTD | -38.6% | +16.4% | -55.1% | -42.4% |
| 1Y | -26.3% | +33.9% | -60.2% | -34.2% |
| 3Y | +89.2% | +93.4% | -4.2% | +45.1% |
| 5Y | +119.8% | +106.4% | +13.5% | +60.0% |
| All | +453.5% | +142.6% | +311.0% | +268.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling