+21.5%
ADM vs VIVK
-100.0%
+121.5%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.3% | +8.8% | +2.5% |
| 7D | +1.4% | -7.9% | +9.3% | +1.4% |
| 30D | +8.2% | -42.0% | +50.2% | +8.6% |
| 3M | +8.7% | -92.5% | +101.2% | +10.3% |
| 6M | +29.1% | -98.0% | +127.1% | +31.5% |
| YTD | +53.7% | -97.9% | +151.6% | +55.5% |
| 1Y | +43.2% | -100.0% | +143.2% | +49.0% |
| All | +21.5% | -100.0% | +121.5% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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