+122.0%
DAL vs AS
+133.7%
-11.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.1% | -3.6% |
| 7D | +4.6% | +7.1% | -2.6% | +2.3% |
| 30D | +2.3% | +12.8% | -10.5% | -1.7% |
| 3M | -8.1% | -14.7% | +6.6% | -3.5% |
| 6M | +21.4% | -9.9% | +31.4% | +25.0% |
| YTD | +24.3% | -16.1% | +40.5% | +30.2% |
| 1Y | +47.4% | +0.2% | +47.2% | +46.0% |
| All | +122.0% | +133.7% | -11.8% | +91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling