+122.8%
DAL vs APD
+185.9%
-63.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +3.0% |
| 7D | +8.8% | -3.7% | +12.5% | +11.2% |
| 30D | +5.4% | +9.6% | -4.2% | 0.0% |
| 3M | -4.9% | +1.6% | -6.6% | -6.1% |
| 6M | +19.8% | +2.2% | +17.7% | +17.3% |
| YTD | +27.0% | +25.9% | +1.1% | +8.8% |
| 1Y | +52.5% | +20.1% | +32.3% | +33.6% |
| 3Y | +173.8% | +12.4% | +161.5% | +142.9% |
| 5Y | +104.5% | +11.1% | +93.4% | +78.4% |
| All | +122.8% | +185.9% | -63.1% | +15.7% |
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