+122.8%
DAL vs ALM
+2,022.9%
-1,900.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | 0.0% | +2.1% |
| 7D | +8.8% | -6.7% | +15.5% | +9.1% |
| 30D | +5.4% | -32.9% | +38.3% | +7.1% |
| 3M | -4.9% | -39.5% | +34.6% | -3.2% |
| 6M | +19.8% | -62.0% | +81.8% | +23.6% |
| YTD | +27.0% | -7.8% | +34.8% | +25.9% |
| 1Y | +52.5% | +26.7% | +25.8% | +49.2% |
| 3Y | +173.8% | +825.4% | -651.5% | +144.7% |
| 5Y | +104.5% | +401.2% | -296.7% | +84.5% |
| All | +122.8% | +2,022.9% | -1,900.1% | +93.3% |
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