+957.2%
ADM vs OVV
+162.8%
+794.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.9% |
| 3M | +2.1% | +9.8% | -7.7% | -0.2% |
| 6M | +27.5% | +26.6% | +0.9% | +20.3% |
| YTD | +50.2% | +67.0% | -16.8% | +32.7% |
| 1Y | +40.6% | +55.9% | -15.3% | +25.7% |
| 3Y | +17.2% | +45.5% | -28.3% | +3.8% |
| 5Y | +61.9% | +157.3% | -95.5% | +20.0% |
| 10Y | +159.3% | +65.0% | +94.3% | +56.8% |
| All | +957.2% | +162.8% | +794.4% | +485.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling