+173.8%
DAL vs ALC
+2.3%
+171.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +3.1% |
| 7D | +8.8% | +4.9% | +3.9% | +6.5% |
| 30D | +5.4% | +19.0% | -13.6% | -2.6% |
| 3M | -4.9% | +7.8% | -12.7% | -8.4% |
| 6M | +19.8% | +14.6% | +5.3% | +12.1% |
| YTD | +27.0% | -4.4% | +31.4% | +28.4% |
| 1Y | +52.5% | +1.4% | +51.1% | +49.4% |
| 3Y | +173.8% | +2.5% | +171.3% | +177.9% |
| All | +173.8% | +2.3% | +171.6% | +177.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling