+104.3%
DAL vs APD
+191.9%
-87.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.4% |
| 7D | -1.1% | +3.8% | -4.9% | -3.2% |
| 30D | +12.8% | +8.2% | +4.6% | +8.0% |
| 3M | -5.3% | +4.3% | -9.6% | -7.7% |
| 6M | +22.4% | +4.7% | +17.7% | +18.3% |
| YTD | +25.6% | +31.5% | -5.9% | +5.0% |
| 1Y | +45.5% | +23.5% | +22.0% | +25.7% |
| 3Y | +161.0% | +29.1% | +131.8% | +114.8% |
| 5Y | +112.2% | +15.9% | +96.4% | +80.8% |
| All | +104.3% | +191.9% | -87.6% | -0.1% |
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