+173.3%
ADM vs VEEV
+702.0%
-528.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.4% |
| 7D | +0.1% | -1.9% | +2.0% | +0.3% |
| 30D | -11.8% | +3.0% | -14.8% | -12.1% |
| 3M | -11.3% | +28.8% | -40.1% | -13.5% |
| 6M | -10.0% | +91.3% | -101.3% | -15.6% |
| YTD | +25.9% | +36.5% | -10.6% | +21.5% |
| 1Y | +26.7% | +1.9% | +24.8% | +25.7% |
| 3Y | +8.1% | +84.6% | -76.5% | -0.4% |
| 5Y | +23.5% | -2.6% | +26.1% | +20.1% |
| 10Y | +128.2% | +669.4% | -541.2% | +70.3% |
| All | +173.3% | +702.0% | -528.7% | +97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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