+121.4%
DAL vs ACM
+130.8%
-9.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.6% |
| 7D | +2.3% | +3.0% | -0.7% | +0.4% |
| 30D | +14.3% | +19.7% | -5.4% | +1.8% |
| 3M | +1.3% | +5.3% | -4.0% | -3.2% |
| 6M | +29.3% | -10.8% | +40.1% | +35.8% |
| YTD | +33.0% | -25.1% | +58.1% | +56.2% |
| 1Y | +59.8% | -45.8% | +105.6% | +133.2% |
| 3Y | +177.2% | -9.4% | +186.6% | +180.2% |
| 5Y | +118.4% | +4.8% | +113.6% | +98.7% |
| 10Y | +121.4% | +129.8% | -8.4% | +23.6% |
| All | +121.4% | +130.8% | -9.4% | +23.6% |
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