+26.2%
DAL vs AU
-3.0%
+29.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +2.3% |
| 7D | +0.1% | -3.6% | +3.8% | +0.9% |
| 30D | -13.9% | +23.9% | -37.8% | -18.5% |
| 3M | +1.1% | +19.1% | -18.0% | -3.9% |
| 6M | +26.2% | -0.2% | +26.4% | +24.0% |
| All | +26.2% | -3.0% | +29.3% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 6mo: compounded portfolio wealth divided by compounded AU 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…
6mo analysis · Full analysis span regression · 6 months rolling