+122.8%
DAL vs ALB
+33.3%
+89.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.9% |
| 7D | +8.8% | +9.1% | -0.3% | +5.8% |
| 30D | +5.4% | -3.4% | +8.8% | +6.4% |
| 3M | -4.9% | -20.6% | +15.7% | +1.5% |
| 6M | +19.8% | -48.2% | +68.0% | +45.6% |
| YTD | +27.0% | -29.2% | +56.2% | +34.9% |
| 1Y | +52.5% | +10.0% | +42.4% | +38.1% |
| 3Y | +173.8% | -12.9% | +186.8% | +139.3% |
| 5Y | +104.5% | -61.3% | +165.8% | +128.4% |
| All | +122.8% | +33.3% | +89.5% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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