+168.1%
DAL vs ADP
+50.4%
+117.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.5% | -4.8% |
| 7D | +4.6% | +7.4% | -2.8% | +2.1% |
| 30D | +2.3% | +17.1% | -14.7% | -3.2% |
| 3M | -8.1% | +14.4% | -22.5% | -12.5% |
| 6M | +21.4% | +47.9% | -26.5% | +2.9% |
| YTD | +24.3% | +22.1% | +2.2% | +19.5% |
| 1Y | +47.4% | +21.8% | +25.6% | +41.7% |
| All | +168.1% | +50.4% | +117.7% | +130.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling