+3,047.2%
DELL vs ADM
+125.2%
+2,922.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.7% | -9.9% | -8.2% |
| 7D | +4.9% | +4.2% | +0.7% | +3.3% |
| 30D | -32.1% | -12.8% | -19.2% | -28.8% |
| 3M | -30.2% | -8.5% | -21.8% | -28.4% |
| 6M | +41.7% | -10.9% | +52.6% | +46.6% |
| YTD | +176.6% | +29.4% | +147.2% | +147.4% |
| 1Y | +159.9% | +27.5% | +132.4% | +133.4% |
| 3Y | +388.0% | +10.3% | +377.6% | +344.3% |
| 5Y | +578.2% | +27.4% | +550.8% | +451.8% |
| 10Y | +2,653.4% | +134.6% | +2,518.8% | +1,490.6% |
| All | +3,047.2% | +125.2% | +2,922.0% | +1,733.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling