+63.0%
ADM vs ROIV
+270.3%
-207.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.9% | -0.8% |
| 7D | -9.0% | +5.3% | -14.4% | -9.1% |
| 30D | -14.0% | +11.9% | -25.9% | -14.2% |
| 3M | -9.2% | +10.7% | -19.9% | -9.4% |
| 6M | -9.2% | +34.9% | -44.1% | -9.9% |
| YTD | +24.2% | +79.2% | -55.0% | +22.1% |
| 1Y | +27.0% | +89.0% | -62.0% | +24.6% |
| 3Y | +6.6% | +337.3% | -330.7% | +2.0% |
| 5Y | +25.0% | +402.3% | -377.4% | +15.1% |
| All | +63.0% | +270.3% | -207.3% | +52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling