+171.7%
ADM vs VCLT
+17.0%
+154.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | +3.0% | -1.3% | +4.3% | +3.2% |
| 30D | +8.7% | -1.1% | +9.8% | +8.9% |
| 3M | +7.6% | -3.7% | +11.3% | +8.3% |
| 6M | +26.9% | -4.0% | +30.9% | +27.7% |
| YTD | +54.3% | -3.4% | +57.7% | +55.1% |
| 1Y | +45.7% | -4.1% | +49.8% | +46.6% |
| 3Y | +21.9% | +11.0% | +10.9% | +19.5% |
| 5Y | +67.2% | -17.0% | +84.2% | +71.8% |
| All | +171.7% | +17.0% | +154.6% | +169.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VCLT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling