+33.5%
ADAML vs VT
+69.0%
-35.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.3% |
| 7D | -4.0% | -0.3% | -3.7% | -3.9% |
| 30D | -9.2% | -1.4% | -7.8% | -8.8% |
| 3M | -9.4% | -1.4% | -8.0% | -9.0% |
| 6M | -6.3% | +5.5% | -11.8% | -8.1% |
| YTD | +2.9% | +12.8% | -9.9% | -1.4% |
| 1Y | +5.5% | +15.4% | -9.9% | +0.3% |
| 3Y | +49.8% | +76.9% | -27.1% | +19.7% |
| 5Y | +32.4% | +60.4% | -28.0% | +3.2% |
| All | +33.5% | +69.0% | -35.6% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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