+381.8%
DAL vs APA
-16.4%
+398.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.1% | -3.8% |
| 7D | +4.6% | -15.6% | +20.1% | +8.5% |
| 30D | +2.3% | -0.9% | +3.2% | +1.9% |
| 3M | -8.1% | +26.1% | -34.2% | -14.4% |
| 6M | +21.4% | +6.1% | +15.3% | +16.4% |
| YTD | +24.3% | +82.8% | -58.5% | +1.5% |
| 1Y | +47.4% | +106.5% | -59.1% | +16.0% |
| 3Y | +164.6% | +21.9% | +142.7% | +129.3% |
| 5Y | +100.2% | +69.7% | +30.6% | +50.4% |
| 10Y | +124.9% | 0.0% | +124.9% | +47.5% |
| All | +381.8% | -16.4% | +398.3% | +135.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling