+98.5%
DAL vs ADP
+16.9%
+81.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.5% |
| 7D | +0.1% | -3.4% | +3.6% | +1.3% |
| 30D | -13.9% | +2.8% | -16.7% | -14.9% |
| 3M | +1.1% | +20.9% | -19.9% | -6.5% |
| 6M | +26.2% | +29.9% | -3.6% | +12.6% |
| YTD | +16.4% | +9.6% | +6.8% | +15.3% |
| 1Y | +33.9% | -5.3% | +39.1% | +45.4% |
| All | +98.5% | +16.9% | +81.6% | +86.6% |
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