+121.4%
DAL vs ALM
+2,084.7%
-1,963.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +2.3% | -7.2% | +9.5% | +2.6% |
| 30D | +14.3% | -26.4% | +40.7% | +15.7% |
| 3M | +1.3% | -38.6% | +39.9% | +3.0% |
| 6M | +29.3% | -61.0% | +90.3% | +33.2% |
| YTD | +33.0% | -7.4% | +40.4% | +31.8% |
| 1Y | +59.8% | +14.0% | +45.9% | +57.0% |
| 3Y | +177.2% | +844.4% | -667.3% | +147.3% |
| 5Y | +118.4% | +410.8% | -292.4% | +96.7% |
| 10Y | +121.4% | +2,084.7% | -1,963.3% | +91.6% |
| All | +121.4% | +2,084.7% | -1,963.3% | +91.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling