+21.4%
DAL vs ADP
+48.3%
-26.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.5% | -4.3% |
| 7D | +4.6% | +7.4% | -2.8% | +4.9% |
| 30D | +2.3% | +17.1% | -14.7% | +3.6% |
| 3M | -8.1% | +14.4% | -22.5% | -7.0% |
| 6M | +21.4% | +47.9% | -26.5% | +30.9% |
| All | +21.4% | +48.3% | -26.9% | +30.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling