+500.0%
APP vs DAL
+85.4%
+414.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.2% | +7.7% | +8.8% |
| 7D | +71.2% | +8.8% | +62.4% | +63.2% |
| 30D | +39.1% | +5.4% | +33.7% | +34.8% |
| 3M | +16.5% | -4.9% | +21.5% | +18.8% |
| 6M | -16.6% | +19.8% | -36.4% | -24.8% |
| YTD | -41.9% | +27.0% | -68.9% | -49.6% |
| 1Y | -37.0% | +52.5% | -89.5% | -50.4% |
| 3Y | +892.4% | +173.8% | +718.6% | +414.5% |
| 5Y | +297.3% | +104.5% | +192.8% | +122.8% |
| All | +500.0% | +85.4% | +414.6% | +239.6% |
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