+171.1%
ADM vs VICR
+1,679.8%
-1,508.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.2% | -11.4% | -1.1% |
| 7D | +2.5% | +5.0% | -2.5% | +2.0% |
| 30D | +9.5% | -12.5% | +21.9% | +10.3% |
| 3M | +10.6% | -33.6% | +44.2% | +13.1% |
| 6M | +24.0% | +10.7% | +13.4% | +19.8% |
| YTD | +54.0% | +80.6% | -26.6% | +41.4% |
| 1Y | +45.3% | +288.4% | -243.0% | +23.0% |
| 3Y | +21.8% | +213.8% | -192.0% | +0.8% |
| 5Y | +66.8% | +58.8% | +7.9% | +42.1% |
| All | +171.1% | +1,679.8% | -1,508.7% | +73.6% |
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