+98.5%
DAL vs ACM
-21.7%
+120.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | +0.1% | -3.7% | +3.9% | +2.3% |
| 30D | -13.9% | -11.1% | -2.8% | -8.6% |
| 3M | +1.1% | -8.0% | +9.1% | +4.9% |
| 6M | +26.2% | -29.7% | +55.9% | +55.5% |
| YTD | +16.4% | -29.4% | +45.8% | +41.6% |
| 1Y | +33.9% | -46.4% | +80.3% | +97.2% |
| All | +98.5% | -21.7% | +120.1% | +103.4% |
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