+65.2%
ADM vs ROIV
+298.6%
-233.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +2.3% |
| 7D | +0.1% | +9.5% | -9.4% | -0.1% |
| 30D | -11.8% | +21.0% | -32.8% | -12.1% |
| 3M | -11.3% | +18.7% | -30.0% | -11.6% |
| 6M | -10.0% | +44.5% | -54.5% | -10.8% |
| YTD | +25.9% | +92.9% | -67.0% | +23.6% |
| 1Y | +26.7% | +100.2% | -73.6% | +24.2% |
| 3Y | +8.1% | +375.0% | -366.9% | +3.3% |
| 5Y | +23.5% | +435.2% | -411.7% | +13.7% |
| All | +65.2% | +298.6% | -233.4% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling