+122.8%
DAL vs AME
+442.8%
-320.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.4% | +0.1% |
| 7D | +8.8% | -5.2% | +14.0% | +12.9% |
| 30D | +5.4% | -8.0% | +13.4% | +11.8% |
| 3M | -4.9% | -8.9% | +4.0% | +1.6% |
| 6M | +19.8% | -5.0% | +24.8% | +23.6% |
| YTD | +27.0% | +11.9% | +15.1% | +14.5% |
| 1Y | +52.5% | +16.6% | +35.8% | +32.9% |
| 3Y | +173.8% | +62.5% | +111.4% | +79.8% |
| 5Y | +104.5% | +67.6% | +36.9% | +30.1% |
| All | +122.8% | +442.8% | -320.0% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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