+381.8%
DAL vs AG
+244.2%
+137.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.2% | -1.1% | -4.1% |
| 7D | +4.6% | -2.9% | +7.4% | +4.8% |
| 30D | +2.3% | -15.1% | +17.4% | +3.6% |
| 3M | -8.1% | -15.4% | +7.3% | -7.1% |
| 6M | +21.4% | -21.9% | +43.3% | +23.0% |
| YTD | +24.3% | -10.4% | +34.8% | +23.6% |
| 1Y | +47.4% | +39.8% | +7.6% | +41.5% |
| 3Y | +164.6% | +209.5% | -44.9% | +133.4% |
| 5Y | +100.2% | +12.5% | +87.7% | +86.0% |
| 10Y | +124.9% | +79.5% | +45.4% | +94.8% |
| All | +381.8% | +244.2% | +137.7% | +155.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling