+100.2%
DAL vs ALB
-61.8%
+162.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.6% | -7.9% | -5.3% |
| 7D | +4.6% | +5.5% | -0.9% | +3.0% |
| 30D | +2.3% | -7.5% | +9.8% | +4.4% |
| 3M | -8.1% | -16.9% | +8.9% | -4.0% |
| 6M | +21.4% | -49.2% | +70.6% | +44.8% |
| YTD | +24.3% | -29.9% | +54.2% | +31.1% |
| 1Y | +47.4% | +8.2% | +39.2% | +34.8% |
| 3Y | +164.6% | -19.4% | +184.0% | +136.2% |
| 5Y | +100.2% | -61.6% | +161.9% | +110.4% |
| All | +100.2% | -61.8% | +162.0% | +110.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling