+125.6%
DAL vs ADP
+315.9%
-190.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.3% |
| 7D | +10.7% | +3.2% | +7.5% | +8.5% |
| 30D | +12.5% | +12.8% | -0.2% | +4.0% |
| 3M | +3.6% | +12.3% | -8.7% | -4.4% |
| 6M | +26.7% | +45.4% | -18.7% | -3.0% |
| YTD | +34.3% | +21.4% | +12.9% | +15.1% |
| 1Y | +59.1% | +23.7% | +35.4% | +34.4% |
| 3Y | +179.9% | +43.6% | +136.2% | +111.1% |
| 5Y | +119.1% | +48.7% | +70.4% | +57.5% |
| 10Y | +125.6% | +316.1% | -190.5% | -9.0% |
| All | +125.6% | +315.9% | -190.2% | -9.0% |
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