+181.7%
ADM vs VIG
+655.7%
-474.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.7% | +3.1% | -2.4% | -2.5% |
| 30D | -14.7% | +5.0% | -19.7% | -19.2% |
| 3M | -10.4% | +2.7% | -13.1% | -13.2% |
| 6M | -10.9% | +11.0% | -21.9% | -20.6% |
| YTD | +26.0% | +16.0% | +10.0% | +6.8% |
| 1Y | +26.5% | +16.3% | +10.2% | +6.9% |
| 3Y | +8.2% | +66.8% | -58.6% | -38.8% |
| 5Y | +24.0% | +64.8% | -40.8% | -29.9% |
| 10Y | +128.4% | +263.6% | -135.2% | -48.3% |
| All | +181.7% | +655.7% | -474.0% | -72.8% |
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