+105.8%
DAL vs ALB
-44.4%
+150.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.4% | +6.3% | +3.0% |
| 7D | +0.1% | -8.1% | +8.2% | +2.4% |
| 30D | -13.9% | +6.3% | -20.2% | -15.7% |
| 3M | +1.1% | -23.6% | +24.7% | +8.0% |
| 6M | +26.2% | -24.6% | +50.9% | +33.4% |
| YTD | +16.4% | -10.3% | +26.7% | +15.1% |
| 1Y | +33.9% | +61.5% | -27.6% | +8.6% |
| 3Y | +93.4% | -34.0% | +127.4% | +89.6% |
| All | +105.8% | -44.4% | +150.2% | +101.2% |
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