+145.3%
DAL vs ACM
+127.0%
+18.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | +0.1% | -3.7% | +3.9% | +2.7% |
| 30D | -13.9% | -11.1% | -2.8% | -8.3% |
| 3M | +1.1% | -8.0% | +9.1% | +5.0% |
| 6M | +26.2% | -29.7% | +55.9% | +55.6% |
| YTD | +16.4% | -29.4% | +45.8% | +41.9% |
| 1Y | +33.9% | -46.4% | +80.3% | +94.8% |
| 3Y | +93.4% | -22.3% | +115.7% | +117.2% |
| 5Y | +106.4% | +4.5% | +101.9% | +88.6% |
| All | +145.3% | +127.0% | +18.3% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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