+104.3%
DAL vs AG
+76.0%
+28.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.1% |
| 7D | -1.1% | -10.0% | +8.9% | +0.1% |
| 30D | +12.8% | -10.5% | +23.3% | +14.2% |
| 3M | -5.3% | -27.3% | +22.0% | -2.2% |
| 6M | +22.4% | -43.0% | +65.3% | +29.1% |
| YTD | +25.6% | -17.9% | +43.5% | +25.6% |
| 1Y | +45.5% | +11.9% | +33.6% | +40.3% |
| 3Y | +161.0% | +201.8% | -40.9% | +116.5% |
| 5Y | +112.2% | -0.1% | +112.3% | +92.4% |
| All | +104.3% | +76.0% | +28.3% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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