+430.5%
DAL vs ALM
+3,431.9%
-3,001.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.6% | +5.2% | -4.3% |
| 7D | +4.6% | -14.5% | +19.1% | +4.6% |
| 30D | +2.3% | -39.0% | +41.4% | +2.5% |
| 3M | -8.1% | -40.3% | +32.2% | -7.9% |
| 6M | +21.4% | -60.3% | +81.7% | +21.8% |
| YTD | +24.3% | -9.8% | +34.1% | +24.2% |
| 1Y | +47.4% | +30.8% | +16.6% | +47.1% |
| 3Y | +164.6% | +772.4% | -607.8% | +161.8% |
| 5Y | +100.2% | +390.7% | -290.5% | +98.3% |
| 10Y | +124.9% | +2,028.5% | -1,903.6% | +121.4% |
| All | +430.5% | +3,431.9% | -3,001.4% | +416.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling