+64.2%
ADM vs OVV
+160.2%
-96.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.7% |
| 7D | +3.8% | +0.3% | +3.5% | +3.7% |
| 30D | +9.8% | +11.7% | -2.0% | +6.7% |
| 3M | +2.1% | +9.8% | -7.7% | -0.4% |
| 6M | +27.5% | +26.6% | +0.9% | +19.7% |
| YTD | +50.2% | +67.0% | -16.8% | +31.4% |
| 1Y | +40.6% | +55.9% | -15.3% | +24.6% |
| 3Y | +17.2% | +45.5% | -28.3% | +2.7% |
| All | +64.2% | +160.2% | -96.0% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling