+381.8%
DAL vs ADP
+1,121.1%
-739.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.5% | -5.3% |
| 7D | +4.6% | +7.4% | -2.8% | -1.2% |
| 30D | +2.3% | +17.1% | -14.7% | -10.0% |
| 3M | -8.1% | +14.4% | -22.5% | -18.2% |
| 6M | +21.4% | +47.9% | -26.5% | -14.1% |
| YTD | +24.3% | +22.1% | +2.2% | +1.3% |
| 1Y | +47.4% | +21.8% | +25.6% | +20.2% |
| 3Y | +164.6% | +50.5% | +114.1% | +78.0% |
| 5Y | +100.2% | +49.6% | +50.7% | +31.1% |
| 10Y | +124.9% | +329.3% | -204.4% | -48.2% |
| All | +381.8% | +1,121.1% | -739.3% | -58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling