+128.1%
DAL vs APA
+0.9%
+127.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.2% | +5.5% | +5.3% |
| 7D | +10.0% | -8.7% | +18.8% | +12.1% |
| 30D | +12.0% | -2.4% | +14.4% | +12.0% |
| 3M | +0.8% | +19.0% | -18.2% | -4.3% |
| 6M | +26.2% | +26.8% | -0.6% | +16.6% |
| YTD | +33.7% | +87.3% | -53.7% | +9.7% |
| 1Y | +57.6% | +92.3% | -34.7% | +28.2% |
| 3Y | +183.5% | +37.3% | +146.2% | +139.9% |
| 5Y | +114.2% | +73.2% | +41.0% | +62.1% |
| 10Y | +128.1% | -0.9% | +129.0% | +33.1% |
| All | +128.1% | +0.9% | +127.3% | +33.1% |
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