+105.8%
DAL vs AMCR
-8.5%
+114.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | +0.1% | -1.9% | +2.0% | +1.2% |
| 30D | -13.9% | -4.1% | -9.8% | -11.9% |
| 3M | +1.1% | +21.7% | -20.6% | -10.1% |
| 6M | +26.2% | +1.5% | +24.8% | +24.0% |
| YTD | +16.4% | +13.1% | +3.3% | +6.2% |
| 1Y | +33.9% | +13.0% | +20.9% | +21.6% |
| 3Y | +93.4% | +6.9% | +86.5% | +76.3% |
| All | +105.8% | -8.5% | +114.4% | +97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling