+135.1%
ADI vs VMC
+48.3%
+86.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +2.2% |
| 7D | +2.6% | -5.3% | +8.0% | +5.6% |
| 30D | -4.6% | -12.3% | +7.6% | +2.1% |
| 3M | -9.5% | -10.3% | +0.8% | -5.0% |
| 6M | +14.8% | -8.6% | +23.4% | +19.1% |
| YTD | +35.8% | -11.9% | +47.7% | +42.1% |
| 1Y | +48.9% | -13.9% | +62.9% | +57.6% |
| 3Y | +115.6% | +18.2% | +97.4% | +83.6% |
| 5Y | +135.1% | +47.7% | +87.4% | +70.7% |
| All | +135.1% | +48.3% | +86.8% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling