+168.1%
DAL vs ACM
-12.3%
+180.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.2% | -3.1% |
| 7D | +4.6% | +5.1% | -0.5% | +1.9% |
| 30D | +2.3% | +11.5% | -9.2% | -3.4% |
| 3M | -8.1% | -10.5% | +2.4% | -2.9% |
| 6M | +21.4% | -20.4% | +41.8% | +37.2% |
| YTD | +24.3% | -28.9% | +53.2% | +50.2% |
| 1Y | +47.4% | -48.7% | +96.1% | +126.0% |
| All | +168.1% | -12.3% | +180.4% | +177.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling