+235.2%
ADM vs VEU
+176.7%
+58.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +1.6% |
| 7D | +0.1% | -0.5% | +0.6% | +0.4% |
| 30D | -11.8% | -1.0% | -10.8% | -11.3% |
| 3M | -11.3% | -3.6% | -7.7% | -9.1% |
| 6M | -10.0% | -1.2% | -8.9% | -10.2% |
| YTD | +25.9% | +12.0% | +13.9% | +12.5% |
| 1Y | +26.7% | +13.9% | +12.8% | +11.6% |
| 3Y | +8.1% | +71.3% | -63.1% | -32.7% |
| 5Y | +23.5% | +50.3% | -26.8% | -15.7% |
| 10Y | +128.2% | +150.3% | -22.1% | +0.1% |
| All | +235.2% | +176.7% | +58.4% | +31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling