+317.4%
ADM vs VCLT
+103.4%
+214.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +3.8% | -0.5% | +4.3% | +3.8% |
| 30D | +9.8% | -0.9% | +10.6% | +9.8% |
| 3M | +2.1% | -3.2% | +5.4% | +2.1% |
| 6M | +27.5% | -3.8% | +31.3% | +27.5% |
| YTD | +50.2% | -2.0% | +52.2% | +50.2% |
| 1Y | +40.6% | -0.8% | +41.4% | +40.6% |
| 3Y | +17.2% | +12.3% | +4.9% | +17.5% |
| 5Y | +61.9% | -15.4% | +77.3% | +58.8% |
| 10Y | +159.3% | +15.7% | +143.5% | +171.5% |
| All | +317.4% | +103.4% | +214.0% | +476.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling