+415.5%
DAL vs ADM
+216.0%
+199.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -2.1% |
| 7D | +2.3% | +0.1% | +2.2% | +2.2% |
| 30D | +14.3% | -11.8% | +26.1% | +20.8% |
| 3M | +1.3% | -11.3% | +12.6% | +6.2% |
| 6M | +29.3% | -10.0% | +39.3% | +33.3% |
| YTD | +33.0% | +25.9% | +7.1% | +14.9% |
| 1Y | +59.8% | +26.7% | +33.2% | +37.4% |
| 3Y | +177.2% | +8.1% | +169.0% | +144.6% |
| 5Y | +118.4% | +23.5% | +94.8% | +73.3% |
| 10Y | +121.4% | +128.2% | -6.8% | +27.9% |
| All | +415.5% | +216.0% | +199.5% | +102.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling