+45.3%
ADM vs VEU
+23.8%
+21.5%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.3% | -0.3% |
| 7D | +2.5% | -1.4% | +3.9% | +2.6% |
| 30D | +9.5% | -0.4% | +9.9% | +9.5% |
| 3M | +10.6% | +2.5% | +8.1% | +10.3% |
| 6M | +24.0% | +11.1% | +12.9% | +21.8% |
| YTD | +54.0% | +16.5% | +37.4% | +49.1% |
| 1Y | +45.3% | +22.9% | +22.4% | +39.6% |
| All | +45.3% | +23.8% | +21.5% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 1y: compounded portfolio wealth divided by compounded VEU 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…
1y analysis · Full analysis span regression · 6 months rolling