+122.8%
DAL vs AG
+89.9%
+32.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.3% | +1.9% |
| 7D | +8.8% | +6.3% | +2.5% | +8.1% |
| 30D | +5.4% | -8.9% | +14.3% | +6.4% |
| 3M | -4.9% | -12.2% | +7.3% | -3.9% |
| 6M | +19.8% | -28.3% | +48.1% | +23.1% |
| YTD | +27.0% | -8.8% | +35.8% | +25.5% |
| 1Y | +52.5% | +39.4% | +13.1% | +43.5% |
| 3Y | +173.8% | +229.4% | -55.6% | +125.2% |
| 5Y | +104.5% | +14.5% | +90.0% | +82.8% |
| All | +122.8% | +89.9% | +32.9% | +82.3% |
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