+21.3%
ADM vs VICR
+76.0%
-54.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -11.1% | +11.5% | +0.4% |
| 7D | -8.3% | -26.6% | +18.3% | -8.0% |
| 30D | -14.1% | -47.9% | +33.8% | -13.5% |
| 3M | -10.7% | -29.8% | +19.0% | -10.6% |
| 6M | -5.9% | -36.6% | +30.7% | -5.8% |
| YTD | +25.8% | +45.1% | -19.4% | +31.0% |
| 1Y | +21.3% | +80.0% | -58.8% | +36.2% |
| All | +21.3% | +76.0% | -54.7% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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