+235.8%
ADM vs VIG
+623.5%
-387.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.8% |
| 7D | +3.8% | -0.4% | +4.2% | +4.2% |
| 30D | +9.8% | -1.0% | +10.7% | +10.8% |
| 3M | +2.1% | +2.8% | -0.6% | -1.0% |
| 6M | +27.5% | +8.2% | +19.3% | +16.7% |
| YTD | +50.2% | +11.0% | +39.2% | +33.7% |
| 1Y | +40.6% | +16.1% | +24.4% | +19.1% |
| 3Y | +17.2% | +56.2% | -38.9% | -28.7% |
| 5Y | +61.9% | +63.0% | -1.1% | -7.4% |
| 10Y | +159.3% | +241.4% | -82.1% | -37.0% |
| All | +235.8% | +623.5% | -387.7% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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