+67.2%
ADM vs VIVK
-100.0%
+167.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | +0.4% |
| 7D | +3.0% | -9.5% | +12.5% | +3.1% |
| 30D | +8.7% | -35.1% | +43.8% | +9.2% |
| 3M | +7.6% | -93.4% | +101.0% | +10.3% |
| 6M | +26.9% | -98.0% | +124.9% | +30.8% |
| YTD | +54.3% | -97.9% | +152.1% | +57.5% |
| 1Y | +45.7% | -100.0% | +145.6% | +55.6% |
| 3Y | +21.9% | -100.0% | +121.9% | +28.6% |
| 5Y | +67.2% | -100.0% | +167.1% | +73.9% |
| All | +67.2% | -100.0% | +167.1% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling