+351.3%
DAL vs APA
-18.2%
+369.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +5.0% | +2.6% |
| 7D | +0.1% | +0.5% | -0.4% | -0.1% |
| 30D | -13.9% | +23.4% | -37.3% | -18.7% |
| 3M | +1.1% | +12.7% | -11.6% | -3.2% |
| 6M | +26.2% | +39.4% | -13.2% | +12.4% |
| YTD | +16.4% | +79.0% | -62.5% | -3.6% |
| 1Y | +33.9% | +88.8% | -55.0% | +8.1% |
| 3Y | +93.4% | +6.4% | +87.0% | +74.5% |
| 5Y | +106.4% | +153.0% | -46.6% | +39.5% |
| 10Y | +143.0% | +7.5% | +135.4% | +56.8% |
| All | +351.3% | -18.2% | +369.5% | +123.7% |
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