+319.1%
DELL vs ADM
+40.7%
+278.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | +14.9% | +3.8% | +11.1% | +14.1% |
| 30D | +13.3% | +9.8% | +3.5% | +11.0% |
| 3M | +24.4% | +2.1% | +22.3% | +24.5% |
| 6M | +258.0% | +27.5% | +230.5% | +237.9% |
| YTD | +320.2% | +50.2% | +270.0% | +303.9% |
| 1Y | +319.1% | +40.6% | +278.5% | +303.1% |
| All | +319.1% | +40.7% | +278.3% | +303.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 1y: compounded portfolio wealth divided by compounded ADM 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…
1y analysis · Full analysis span regression · 6 months rolling