+125.6%
DAL vs ACM
+133.7%
-8.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | 0.0% |
| 7D | +10.7% | +6.6% | +4.1% | +6.3% |
| 30D | +12.5% | +19.8% | -7.2% | +0.1% |
| 3M | +3.6% | -3.1% | +6.8% | +4.3% |
| 6M | +26.7% | -11.5% | +38.2% | +33.9% |
| YTD | +34.3% | -24.7% | +59.0% | +57.2% |
| 1Y | +59.1% | -45.1% | +104.2% | +129.9% |
| 3Y | +179.9% | -8.9% | +188.7% | +181.9% |
| 5Y | +119.1% | +5.4% | +113.7% | +98.7% |
| 10Y | +125.6% | +131.1% | -5.4% | +26.7% |
| All | +125.6% | +133.7% | -8.1% | +26.7% |
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