+102.9%
DAL vs ADM
+24.5%
+78.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | +8.8% | -9.0% | +17.8% | +10.9% |
| 30D | +5.4% | -14.0% | +19.4% | +8.6% |
| 3M | -4.9% | -9.2% | +4.2% | -3.5% |
| 6M | +19.8% | -9.2% | +29.0% | +21.1% |
| YTD | +27.0% | +24.2% | +2.8% | +16.9% |
| 1Y | +52.5% | +27.0% | +25.5% | +39.4% |
| 3Y | +173.8% | +6.6% | +167.2% | +154.8% |
| All | +102.9% | +24.5% | +78.4% | +69.4% |
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