+4,404.4%
DELL vs ADM
+177.9%
+4,226.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.2% | +12.2% | +12.1% |
| 7D | +8.2% | +2.5% | +5.7% | +7.2% |
| 30D | +17.1% | +9.5% | +7.6% | +12.9% |
| 3M | +45.2% | +10.6% | +34.6% | +39.2% |
| 6M | +286.8% | +24.0% | +262.7% | +253.6% |
| YTD | +354.8% | +54.0% | +300.8% | +283.1% |
| 1Y | +358.3% | +45.3% | +312.9% | +292.2% |
| 3Y | +724.9% | +21.8% | +703.1% | +632.0% |
| 5Y | +1,193.7% | +66.8% | +1,126.9% | +838.7% |
| All | +4,404.4% | +177.9% | +4,226.6% | +2,342.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling