+104.3%
DAL vs AMCR
+18.6%
+85.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.1% | -2.4% | +1.3% | +0.3% |
| 30D | +12.8% | +3.6% | +9.2% | +10.8% |
| 3M | -5.3% | -4.2% | -1.1% | -3.2% |
| 6M | +22.4% | +15.5% | +6.8% | +13.0% |
| YTD | +25.6% | +9.7% | +15.9% | +17.7% |
| 1Y | +45.5% | +8.3% | +37.2% | +37.3% |
| 3Y | +161.0% | +15.4% | +145.6% | +133.2% |
| 5Y | +112.2% | -9.1% | +121.3% | +115.6% |
| All | +104.3% | +18.6% | +85.7% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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