+1,568.8%
ADM vs VIAV
+3,306.1%
-1,737.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.2% | -11.3% | -1.2% |
| 7D | -0.1% | +11.3% | -11.4% | -1.1% |
| 30D | +11.0% | -1.0% | +12.0% | +10.7% |
| 3M | +6.0% | -20.5% | +26.5% | +7.4% |
| 6M | +26.9% | +39.0% | -12.1% | +20.9% |
| YTD | +50.0% | +117.5% | -67.4% | +36.0% |
| 1Y | +39.6% | +233.8% | -194.2% | +20.9% |
| 3Y | +18.5% | +295.4% | -276.9% | -0.5% |
| 5Y | +62.6% | +134.3% | -71.7% | +42.5% |
| 10Y | +162.4% | +398.7% | -236.3% | +112.8% |
| All | +1,568.8% | +3,306.1% | -1,737.3% | +1,015.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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