+62.1%
DAL vs ALM
+44.8%
+17.3%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.2% | +6.0% | +7.1% |
| 7D | +11.1% | -6.4% | +17.5% | +11.6% |
| 30D | +7.7% | -35.0% | +42.7% | +10.6% |
| 3M | -3.5% | -33.8% | +30.3% | -1.5% |
| 6M | +31.3% | -55.0% | +86.3% | +35.7% |
| YTD | +30.0% | -0.2% | +30.2% | +27.8% |
| 1Y | +62.1% | +41.8% | +20.3% | +58.2% |
| All | +62.1% | +44.8% | +17.3% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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