+168.1%
DAL vs ALC
+4.5%
+163.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.4% | -3.9% |
| 7D | +4.6% | +7.6% | -3.1% | +1.2% |
| 30D | +2.3% | +21.1% | -18.8% | -6.2% |
| 3M | -8.1% | +8.5% | -16.6% | -11.7% |
| 6M | +21.4% | +2.8% | +18.6% | +18.6% |
| YTD | +24.3% | -2.4% | +26.7% | +24.5% |
| 1Y | +47.4% | +3.5% | +43.9% | +43.2% |
| All | +168.1% | +4.5% | +163.6% | +169.5% |
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 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