+105.8%
DAL vs AME
+82.5%
+23.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +0.6% |
| 7D | +0.1% | +0.6% | -0.5% | -0.4% |
| 30D | -13.9% | -6.7% | -7.2% | -8.9% |
| 3M | +1.1% | +4.1% | -3.0% | -2.3% |
| 6M | +26.2% | +1.6% | +24.7% | +24.2% |
| YTD | +16.4% | +16.1% | +0.3% | +2.6% |
| 1Y | +33.9% | +27.3% | +6.5% | +8.7% |
| 3Y | +93.4% | +50.9% | +42.5% | +34.8% |
| All | +105.8% | +82.5% | +23.4% | +22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling