+6.6%
ADM vs OVV
+34.1%
-27.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -9.0% | -16.7% | +7.6% | -4.7% |
| 30D | -14.0% | -1.5% | -12.5% | -13.8% |
| 3M | -9.2% | +1.6% | -10.7% | -9.8% |
| 6M | -9.2% | +2.0% | -11.2% | -10.1% |
| YTD | +24.2% | +56.8% | -32.6% | +10.2% |
| 1Y | +27.0% | +64.8% | -37.9% | +11.1% |
| 3Y | +6.6% | +38.3% | -31.7% | -4.0% |
| All | +6.6% | +34.1% | -27.5% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 3y: compounded portfolio wealth divided by compounded OVV 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…
3y analysis · Full analysis span regression · 6 months rolling