+174.6%
ARM vs DAL
+124.9%
+49.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.2% | +2.6% | +3.4% |
| 7D | -15.2% | +8.8% | -24.0% | -19.7% |
| 30D | -40.7% | +5.4% | -46.1% | -42.6% |
| 3M | -39.1% | -4.9% | -34.2% | -37.3% |
| 6M | -26.4% | +19.8% | -46.3% | -34.0% |
| YTD | +59.7% | +27.0% | +32.8% | +37.8% |
| 1Y | +10.3% | +52.5% | -42.1% | -14.5% |
| 3Y | +228.9% | +173.8% | +55.0% | +51.2% |
| All | +174.6% | +124.9% | +49.7% | +37.4% |
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