+132.0%
DAL vs AS
+139.2%
-7.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +5.1% | +2.0% | +5.4% |
| 7D | +11.1% | +13.8% | -2.7% | +6.5% |
| 30D | +7.7% | +16.7% | -9.0% | +2.3% |
| 3M | -3.5% | -11.5% | +8.0% | 0.0% |
| 6M | +31.3% | -5.5% | +36.8% | +33.0% |
| YTD | +30.0% | -14.2% | +44.2% | +35.0% |
| 1Y | +62.1% | +2.1% | +60.0% | +59.4% |
| All | +132.0% | +139.2% | -7.1% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling