+1,863.5%
ADM vs VICR
+12,032.4%
-10,168.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | -0.3% |
| 7D | +3.8% | +0.4% | +3.3% | +3.7% |
| 30D | +9.8% | -13.9% | +23.7% | +11.0% |
| 3M | +2.1% | -38.4% | +40.5% | +5.6% |
| 6M | +27.5% | -7.2% | +34.7% | +24.7% |
| YTD | +50.2% | +72.0% | -21.8% | +37.4% |
| 1Y | +40.6% | +263.3% | -222.7% | +17.9% |
| 3Y | +17.2% | +173.3% | -156.0% | -3.1% |
| 5Y | +61.9% | +47.3% | +14.6% | +35.1% |
| 10Y | +159.3% | +1,495.2% | -1,335.9% | +58.7% |
| All | +1,863.5% | +12,032.4% | -10,168.9% | +678.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling