+111.4%
DAL vs ADM
+26.4%
+85.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.1% | -0.9% |
| 7D | -1.1% | +4.2% | -5.3% | -2.0% |
| 30D | +12.8% | -12.8% | +25.7% | +16.1% |
| 3M | -5.3% | -8.5% | +3.2% | -3.9% |
| 6M | +22.4% | -10.9% | +33.3% | +24.5% |
| YTD | +25.6% | +29.4% | -3.8% | +14.6% |
| 1Y | +45.5% | +27.5% | +18.0% | +33.2% |
| 3Y | +161.0% | +10.3% | +150.6% | +141.2% |
| All | +111.4% | +26.4% | +85.0% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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