+4,681.2%
DELL vs ADM
+161.4%
+4,519.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +14.9% | +3.8% | +11.1% | +13.2% |
| 30D | +13.3% | +9.8% | +3.5% | +9.1% |
| 3M | +24.4% | +2.1% | +22.3% | +23.0% |
| 6M | +258.0% | +27.5% | +230.5% | +224.0% |
| YTD | +320.2% | +50.2% | +270.0% | +257.6% |
| 1Y | +319.1% | +40.6% | +278.5% | +263.4% |
| 3Y | +706.5% | +17.2% | +689.3% | +627.1% |
| 5Y | +1,071.9% | +61.9% | +1,010.0% | +762.7% |
| 10Y | +4,683.5% | +159.3% | +4,524.2% | +2,554.6% |
| All | +4,681.2% | +161.4% | +4,519.9% | +2,549.8% |
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 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