+351.3%
DAL vs AME
+1,534.1%
-1,182.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +0.6% |
| 7D | +0.1% | +0.6% | -0.5% | -0.3% |
| 30D | -13.9% | -6.7% | -7.2% | -9.1% |
| 3M | +1.1% | +4.1% | -3.0% | -2.1% |
| 6M | +26.2% | +1.6% | +24.7% | +24.5% |
| YTD | +16.4% | +16.1% | +0.3% | +3.3% |
| 1Y | +33.9% | +27.3% | +6.5% | +9.7% |
| 3Y | +93.4% | +50.9% | +42.5% | +38.1% |
| 5Y | +106.4% | +81.4% | +25.0% | +26.7% |
| 10Y | +143.0% | +417.0% | -274.0% | -35.0% |
| All | +351.3% | +1,534.1% | -1,182.8% | -55.4% |
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