+105.8%
DAL vs ALC
-16.0%
+121.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.9% |
| 7D | +0.1% | -2.1% | +2.2% | +1.2% |
| 30D | -13.9% | -0.1% | -13.8% | -14.1% |
| 3M | +1.1% | +5.9% | -4.8% | -2.1% |
| 6M | +26.2% | -15.9% | +42.2% | +36.9% |
| YTD | +16.4% | -10.1% | +26.5% | +21.5% |
| 1Y | +33.9% | -10.2% | +44.1% | +39.3% |
| 3Y | +93.4% | -13.6% | +106.9% | +102.6% |
| All | +105.8% | -16.0% | +121.8% | +110.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling