+27.4%
ADM vs ROIV
+104.3%
-76.9%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.7% |
| 7D | -1.8% | +14.3% | -16.1% | -1.2% |
| 30D | -13.3% | +16.2% | -29.5% | -12.5% |
| 3M | -13.4% | +15.1% | -28.5% | -12.5% |
| 6M | -9.6% | +44.2% | -53.8% | -8.0% |
| YTD | +23.0% | +89.8% | -66.8% | +23.5% |
| 1Y | +27.4% | +94.6% | -67.2% | +26.5% |
| All | +27.4% | +104.3% | -76.9% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling