+813.1%
DAL vs AMCR
+105.2%
+707.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +3.0% |
| 7D | +8.8% | -5.3% | +14.1% | +11.3% |
| 30D | +5.4% | +8.7% | -3.4% | +1.8% |
| 3M | -4.9% | -3.3% | -1.6% | -3.8% |
| 6M | +19.8% | +15.1% | +4.8% | +13.1% |
| YTD | +27.0% | +12.4% | +14.6% | +20.1% |
| 1Y | +52.5% | +15.8% | +36.6% | +42.4% |
| 3Y | +173.8% | +16.7% | +157.1% | +152.9% |
| 5Y | +104.5% | -5.1% | +109.6% | +104.6% |
| 10Y | +129.7% | +21.5% | +108.2% | +109.3% |
| All | +813.1% | +105.2% | +707.9% | +697.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling