+249.9%
ADM vs VCLT
+101.0%
+148.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.3% |
| 7D | +0.1% | -0.6% | +0.7% | +0.1% |
| 30D | -11.8% | +2.3% | -14.1% | -11.8% |
| 3M | -11.3% | -0.9% | -10.4% | -11.3% |
| 6M | -10.0% | -3.6% | -6.4% | -10.0% |
| YTD | +25.9% | -3.2% | +29.1% | +25.9% |
| 1Y | +26.7% | -4.2% | +30.8% | +26.6% |
| 3Y | +8.1% | +15.0% | -6.8% | +8.5% |
| 5Y | +23.5% | -16.2% | +39.7% | +21.1% |
| 10Y | +128.2% | +22.4% | +105.8% | +146.5% |
| All | +249.9% | +101.0% | +148.8% | +383.0% |
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