+620.2%
ADI vs VMC
+125.2%
+495.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.5% |
| 7D | +9.5% | -1.3% | +10.7% | +10.1% |
| 30D | -1.4% | +15.5% | -16.8% | -7.6% |
| 3M | +4.7% | +0.6% | +4.1% | +4.1% |
| 6M | -7.4% | +2.1% | -9.5% | -9.1% |
| YTD | +48.1% | -1.6% | +49.6% | +46.8% |
| 1Y | +69.6% | -1.2% | +70.8% | +67.9% |
| 3Y | +144.4% | +35.3% | +109.0% | +107.3% |
| 5Y | +134.1% | +43.6% | +90.5% | +90.8% |
| All | +620.2% | +125.2% | +495.0% | +348.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling