+865.4%
DAL vs AMCR
+106.6%
+758.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +10.7% | -3.8% | +14.5% | +12.5% |
| 30D | +12.5% | +8.3% | +4.2% | +8.9% |
| 3M | +3.6% | -2.7% | +6.3% | +4.7% |
| 6M | +26.7% | +16.7% | +10.0% | +18.9% |
| YTD | +34.3% | +13.2% | +21.0% | +26.6% |
| 1Y | +59.1% | +13.7% | +45.4% | +49.7% |
| 3Y | +179.9% | +17.4% | +162.4% | +157.8% |
| 5Y | +119.1% | -5.9% | +125.1% | +119.7% |
| 10Y | +125.6% | +22.4% | +103.2% | +105.0% |
| All | +865.4% | +106.6% | +758.8% | +740.6% |
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