+104.3%
DAL vs ACM
+132.6%
-28.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.7% |
| 7D | -1.1% | +5.6% | -6.7% | -4.6% |
| 30D | +12.8% | +20.8% | -8.0% | -0.4% |
| 3M | -5.3% | +11.4% | -16.7% | -12.6% |
| 6M | +22.4% | +0.9% | +21.4% | +19.0% |
| YTD | +25.6% | -24.8% | +50.4% | +47.6% |
| 1Y | +45.5% | -46.4% | +91.9% | +115.6% |
| 3Y | +161.0% | -9.2% | +170.2% | +163.1% |
| 5Y | +112.2% | +5.0% | +107.3% | +91.9% |
| All | +104.3% | +132.6% | -28.3% | +15.1% |
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