+358.3%
DELL vs ADM
+45.4%
+312.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.2% | +12.2% | +12.0% |
| 7D | +8.2% | +2.5% | +5.7% | +7.7% |
| 30D | +17.1% | +9.5% | +7.6% | +14.9% |
| 3M | +45.2% | +10.6% | +34.6% | +42.8% |
| 6M | +286.8% | +24.0% | +262.7% | +266.0% |
| YTD | +354.8% | +54.0% | +300.8% | +333.2% |
| 1Y | +358.3% | +45.3% | +312.9% | +337.8% |
| All | +358.3% | +45.4% | +312.8% | +337.8% |
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