+121.4%
DAL vs APA
+4.1%
+117.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.6% | -4.5% | -1.7% |
| 7D | +2.3% | +5.1% | -2.7% | +1.2% |
| 30D | +14.3% | +0.3% | +14.0% | +13.6% |
| 3M | +1.3% | +15.6% | -14.4% | -3.0% |
| 6M | +29.3% | +28.9% | +0.4% | +19.1% |
| YTD | +33.0% | +96.6% | -63.6% | +8.0% |
| 1Y | +59.8% | +95.5% | -35.7% | +29.7% |
| 3Y | +177.2% | +41.8% | +135.4% | +132.9% |
| 5Y | +118.4% | +85.4% | +32.9% | +62.7% |
| 10Y | +121.4% | +4.5% | +116.9% | +27.6% |
| All | +121.4% | +4.1% | +117.3% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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