+374.6%
DAL vs ACM
+230.8%
+143.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | +0.1% | -3.7% | +3.9% | +2.2% |
| 30D | -13.9% | -11.1% | -2.8% | -9.3% |
| 3M | +1.1% | -8.0% | +9.1% | +4.4% |
| 6M | +26.2% | -29.7% | +55.9% | +50.1% |
| YTD | +16.4% | -29.4% | +45.8% | +37.3% |
| 1Y | +33.9% | -46.4% | +80.3% | +82.3% |
| 3Y | +93.4% | -22.3% | +115.7% | +115.3% |
| 5Y | +106.4% | +4.5% | +101.9% | +95.9% |
| 10Y | +143.0% | +127.6% | +15.3% | +51.7% |
| All | +374.6% | +230.8% | +143.9% | +127.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling