+446.2%
APP vs DAL
+81.5%
+364.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -4.3% | +35.4% | +33.2% |
| 7D | +39.7% | +4.6% | +35.1% | +35.9% |
| 30D | +27.7% | +2.3% | +25.4% | +25.6% |
| 3M | -14.8% | -8.1% | -6.7% | -11.5% |
| 6M | -25.5% | +21.4% | -46.9% | -33.5% |
| YTD | -47.2% | +24.3% | -71.5% | -53.7% |
| 1Y | -42.3% | +47.4% | -89.7% | -53.8% |
| 3Y | +806.8% | +164.6% | +642.2% | +378.4% |
| 5Y | +261.6% | +100.2% | +161.4% | +104.8% |
| All | +446.2% | +81.5% | +364.7% | +212.3% |
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 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