+97.1%
ADM vs ROIV
+232.7%
-135.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.2% |
| 7D | +3.8% | +0.6% | +3.1% | +3.8% |
| 30D | +9.8% | +1.0% | +8.8% | +9.7% |
| 3M | +2.1% | +18.3% | -16.2% | +1.7% |
| 6M | +27.5% | +18.3% | +9.2% | +26.8% |
| YTD | +50.2% | +61.0% | -10.8% | +48.0% |
| 1Y | +40.6% | +177.9% | -137.3% | +36.3% |
| 3Y | +17.2% | +199.1% | -181.8% | +12.9% |
| 5Y | +61.9% | +250.7% | -188.8% | +50.6% |
| All | +97.1% | +232.7% | -135.6% | +84.8% |
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