+10.3%
ADM vs VIVK
-100.0%
+110.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -7.5% | +10.2% | +2.8% |
| 7D | +4.2% | -57.7% | +61.9% | +4.6% |
| 30D | -12.8% | -87.3% | +74.4% | -12.0% |
| 3M | -8.5% | -98.9% | +90.4% | -6.4% |
| 6M | -10.9% | -100.0% | +89.0% | -7.3% |
| YTD | +29.4% | -100.0% | +129.4% | +33.3% |
| 1Y | +27.5% | -100.0% | +127.5% | +33.8% |
| 3Y | +10.3% | -100.0% | +110.3% | +17.2% |
| All | +10.3% | -100.0% | +110.3% | +17.2% |
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