+135.0%
DAL vs AMCR
+13.3%
+121.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.5% | +1.2% |
| 7D | +0.8% | -6.3% | +7.1% | +4.3% |
| 30D | -11.7% | -7.1% | -4.6% | -8.3% |
| 3M | -2.7% | +12.7% | -15.4% | -9.0% |
| 6M | +30.7% | +5.2% | +25.5% | +26.5% |
| YTD | +14.4% | +8.1% | +6.3% | +8.1% |
| 1Y | +31.2% | +10.0% | +21.2% | +22.3% |
| 3Y | +99.4% | +6.6% | +92.9% | +85.9% |
| 5Y | +98.6% | -11.4% | +110.0% | +104.5% |
| 10Y | +135.0% | +13.3% | +121.7% | +110.5% |
| All | +135.0% | +13.3% | +121.7% | +110.5% |
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