+105.0%
DAL vs APD
+191.6%
-86.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.3% | -5.5% | -5.4% |
| 7D | +1.4% | +2.2% | -0.8% | +0.2% |
| 30D | +9.1% | +9.4% | -0.3% | +3.7% |
| 3M | -3.5% | +4.7% | -8.2% | -6.1% |
| 6M | +23.4% | +5.5% | +17.9% | +18.7% |
| YTD | +26.0% | +31.4% | -5.4% | +5.4% |
| 1Y | +44.6% | +24.1% | +20.5% | +24.6% |
| 3Y | +162.7% | +28.8% | +133.9% | +116.6% |
| 5Y | +113.0% | +15.8% | +97.2% | +81.5% |
| All | +105.0% | +191.6% | -86.6% | +0.3% |
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