+122.8%
DAL vs ADP
+318.0%
-195.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.9% |
| 7D | +8.8% | +3.2% | +5.6% | +6.7% |
| 30D | +5.4% | +14.9% | -9.5% | -3.8% |
| 3M | -4.9% | +11.6% | -16.5% | -12.0% |
| 6M | +19.8% | +48.5% | -28.6% | -9.6% |
| YTD | +27.0% | +20.6% | +6.4% | +9.3% |
| 1Y | +52.5% | +23.7% | +28.8% | +28.7% |
| 3Y | +173.8% | +47.8% | +126.1% | +102.3% |
| 5Y | +104.5% | +47.7% | +56.8% | +47.6% |
| All | +122.8% | +318.0% | -195.2% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 10y: compounded portfolio wealth divided by compounded ADP 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…
10y analysis · Full analysis span regression · 6 months rolling