+128.1%
DAL vs APD
+192.6%
-64.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.0% | +3.2% | +4.1% |
| 7D | +10.0% | -1.6% | +11.6% | +11.1% |
| 30D | +12.0% | +10.6% | +1.4% | +5.8% |
| 3M | +0.8% | +2.5% | -1.7% | -0.8% |
| 6M | +26.2% | +6.0% | +20.2% | +21.0% |
| YTD | +33.7% | +28.4% | +5.3% | +13.3% |
| 1Y | +57.6% | +22.2% | +35.4% | +36.9% |
| 3Y | +183.5% | +26.6% | +156.9% | +136.1% |
| 5Y | +114.2% | +11.8% | +102.4% | +86.4% |
| 10Y | +128.1% | +187.8% | -59.6% | +14.8% |
| All | +128.1% | +192.6% | -64.4% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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