+381.8%
DAL vs AME
+1,435.1%
-1,053.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.9% | +1.6% | +0.3% |
| 7D | +4.6% | -11.4% | +16.0% | +14.4% |
| 30D | +2.3% | -12.1% | +14.4% | +12.4% |
| 3M | -8.1% | -12.3% | +4.2% | +1.1% |
| 6M | +21.4% | -4.6% | +26.1% | +24.9% |
| YTD | +24.3% | +9.1% | +15.2% | +14.8% |
| 1Y | +47.4% | +13.3% | +34.1% | +32.2% |
| 3Y | +164.6% | +58.2% | +106.4% | +80.5% |
| 5Y | +100.2% | +63.4% | +36.8% | +32.7% |
| 10Y | +124.9% | +436.7% | -311.8% | -42.0% |
| All | +381.8% | +1,435.1% | -1,053.2% | -50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling