+122.8%
DAL vs ACM
+155.0%
-32.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.1% |
| 7D | +8.8% | +5.4% | +3.4% | +5.3% |
| 30D | +5.4% | +15.1% | -9.7% | -3.6% |
| 3M | -4.9% | -10.5% | +5.5% | +0.7% |
| 6M | +19.8% | -19.7% | +39.5% | +34.9% |
| YTD | +27.0% | -28.8% | +55.8% | +53.9% |
| 1Y | +52.5% | -47.9% | +100.3% | +126.7% |
| 3Y | +173.8% | -12.4% | +186.2% | +183.0% |
| 5Y | +104.5% | +0.6% | +104.0% | +91.9% |
| All | +122.8% | +155.0% | -32.2% | +29.1% |
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