+406.8%
DAL vs ACM
+233.2%
+173.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.2% | -3.2% |
| 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% | -3.6% |
| 6M | +21.4% | -20.4% | +41.8% | +34.6% |
| YTD | +24.3% | -28.9% | +53.2% | +45.9% |
| 1Y | +47.4% | -48.7% | +96.1% | +105.8% |
| 3Y | +164.6% | -12.5% | +177.1% | +175.9% |
| 5Y | +100.2% | +0.5% | +99.7% | +94.3% |
| 10Y | +124.9% | +161.2% | -36.3% | +31.5% |
| All | +406.8% | +233.2% | +173.6% | +142.2% |
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