+161.0%
DAL vs AME
+64.2%
+96.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.7% |
| 7D | -1.1% | +5.9% | -7.0% | -5.3% |
| 30D | +12.8% | -1.9% | +14.8% | +13.6% |
| 3M | -5.3% | -5.4% | +0.1% | -1.9% |
| 6M | +22.4% | +4.9% | +17.4% | +16.3% |
| YTD | +25.6% | +18.5% | +7.1% | +8.1% |
| 1Y | +45.5% | +25.5% | +20.0% | +19.7% |
| 3Y | +161.0% | +63.0% | +97.9% | +70.8% |
| All | +161.0% | +64.2% | +96.7% | +70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling