+351.3%
DAL vs APD
+582.9%
-231.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.5% |
| 7D | +0.1% | -2.2% | +2.3% | +1.6% |
| 30D | -13.9% | +2.1% | -16.0% | -15.3% |
| 3M | +1.1% | +7.2% | -6.1% | -4.3% |
| 6M | +26.2% | +11.2% | +15.0% | +15.6% |
| YTD | +16.4% | +24.4% | -8.0% | -1.9% |
| 1Y | +33.9% | +6.7% | +27.2% | +23.7% |
| 3Y | +93.4% | +9.2% | +84.1% | +70.0% |
| 5Y | +106.4% | +27.4% | +79.0% | +59.2% |
| 10Y | +143.0% | +164.8% | -21.9% | +2.4% |
| All | +351.3% | +582.9% | -231.7% | -17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling