+351.3%
DAL vs ADP
+996.8%
-645.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +3.5% |
| 7D | +0.1% | -3.4% | +3.6% | +2.9% |
| 30D | -13.9% | +2.8% | -16.7% | -16.1% |
| 3M | +1.1% | +20.9% | -19.9% | -14.7% |
| 6M | +26.2% | +29.9% | -3.6% | -1.9% |
| YTD | +16.4% | +9.6% | +6.8% | +3.9% |
| 1Y | +33.9% | -5.3% | +39.1% | +34.1% |
| 3Y | +93.4% | +16.5% | +76.9% | +60.6% |
| 5Y | +106.4% | +49.4% | +57.0% | +34.3% |
| 10Y | +143.0% | +282.2% | -139.2% | -38.2% |
| All | +351.3% | +996.8% | -645.5% | -57.6% |
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