+126.6%
ADM vs VICR
+978.3%
-851.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.4% | +6.1% | +3.0% |
| 7D | +4.2% | +8.3% | -4.1% | +3.5% |
| 30D | -12.8% | -35.2% | +22.3% | -10.5% |
| 3M | -8.5% | -29.8% | +21.4% | -7.2% |
| 6M | -10.9% | -48.6% | +37.7% | -8.5% |
| YTD | +29.4% | +45.1% | -15.7% | +19.3% |
| 1Y | +27.5% | +79.6% | -52.0% | +15.2% |
| 3Y | +10.3% | +335.4% | -325.1% | -13.4% |
| 5Y | +27.4% | -1.0% | +28.4% | +13.8% |
| All | +126.6% | +978.3% | -851.7% | +42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling