+145.3%
DAL vs ALM
+2,950.3%
-2,805.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +1.9% |
| 7D | +0.1% | -2.6% | +2.7% | +0.2% |
| 30D | -13.9% | +32.0% | -45.9% | -15.0% |
| 3M | +1.1% | -15.0% | +16.1% | +1.2% |
| 6M | +26.2% | -10.1% | +36.4% | +25.6% |
| YTD | +16.4% | +99.4% | -83.0% | +12.2% |
| 1Y | +33.9% | +316.4% | -282.5% | +25.2% |
| 3Y | +93.4% | +2,022.0% | -1,928.6% | +67.3% |
| 5Y | +106.4% | +941.2% | -834.8% | +81.3% |
| All | +145.3% | +2,950.3% | -2,805.1% | +107.4% |
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