+830.9%
ADM vs ITOT
+896.7%
-65.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +3.8% | +0.1% | +3.7% | +3.6% |
| 30D | +9.8% | 0.0% | +9.7% | +9.6% |
| 3M | +2.1% | +2.0% | +0.2% | 0.0% |
| 6M | +27.5% | +13.0% | +14.5% | +13.3% |
| YTD | +50.2% | +14.0% | +36.2% | +32.4% |
| 1Y | +40.6% | +19.9% | +20.7% | +17.8% |
| 3Y | +17.2% | +75.8% | -58.6% | -32.8% |
| 5Y | +61.9% | +73.8% | -12.0% | -8.8% |
| 10Y | +159.3% | +295.9% | -136.6% | -37.0% |
| All | +830.9% | +896.7% | -65.8% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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