+625.0%
DAL vs BAH
+1,110.0%
-485.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.5% | -4.7% |
| 7D | +4.6% | +6.0% | -1.5% | +2.7% |
| 30D | +2.3% | +31.1% | -28.8% | -5.6% |
| 3M | -8.1% | +25.2% | -33.2% | -14.5% |
| 6M | +21.4% | +18.9% | +2.5% | +13.9% |
| YTD | +24.3% | +8.3% | +16.0% | +18.7% |
| 1Y | +47.4% | +6.2% | +41.2% | +41.3% |
| 3Y | +164.6% | -22.8% | +187.4% | +167.3% |
| 5Y | +100.2% | +13.6% | +86.7% | +71.8% |
| 10Y | +124.9% | +240.2% | -115.3% | +28.1% |
| All | +625.0% | +1,110.0% | -485.0% | +140.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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