+1,106.2%
DELL vs ADM
+67.1%
+1,039.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.2% | -0.3% |
| 7D | +8.7% | +1.4% | +7.4% | +8.4% |
| 30D | +16.9% | +8.2% | +8.7% | +14.6% |
| 3M | +40.4% | +8.7% | +31.7% | +37.3% |
| 6M | +267.1% | +29.1% | +238.0% | +243.5% |
| YTD | +329.1% | +53.7% | +275.4% | +286.3% |
| 1Y | +346.9% | +43.2% | +303.7% | +307.7% |
| 3Y | +696.6% | +21.4% | +675.2% | +645.5% |
| 5Y | +1,106.2% | +67.1% | +1,039.1% | +837.7% |
| All | +1,106.2% | +67.1% | +1,039.1% | +837.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling