+62.1%
DAL vs ALC
+4.2%
+57.9%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +6.8% | +0.3% | +4.5% |
| 7D | +11.1% | +10.7% | +0.4% | +7.0% |
| 30D | +7.7% | +20.2% | -12.5% | +0.9% |
| 3M | -3.5% | +8.9% | -12.4% | -6.6% |
| 6M | +31.3% | +5.7% | +25.6% | +26.6% |
| YTD | +30.0% | -1.4% | +31.4% | +29.8% |
| 1Y | +62.1% | +4.7% | +57.4% | +56.5% |
| All | +62.1% | +4.2% | +57.9% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling