+21.5%
ADM vs VICR
+187.3%
-165.8%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.9% | +7.3% | +2.5% |
| 7D | +1.4% | +1.3% | +0.1% | +1.3% |
| 30D | +8.2% | -11.9% | +20.2% | +8.5% |
| 3M | +8.7% | -35.1% | +43.8% | +9.6% |
| 6M | +29.1% | +8.1% | +20.9% | +27.7% |
| YTD | +53.7% | +67.8% | -14.1% | +50.0% |
| 1Y | +43.2% | +267.3% | -224.1% | +35.8% |
| All | +21.5% | +187.3% | -165.8% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling