+10.3%
ADM vs VLTO
+70.6%
-60.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.6% |
| 7D | +4.2% | +1.0% | +3.2% | +4.1% |
| 30D | -12.8% | +17.5% | -30.3% | -14.5% |
| 3M | -8.5% | +21.4% | -29.9% | -10.6% |
| 6M | -10.9% | +38.1% | -49.0% | -14.7% |
| YTD | +29.4% | +19.0% | +10.4% | +27.1% |
| 1Y | +27.5% | +20.7% | +6.9% | +24.8% |
| 3Y | +10.3% | +64.3% | -53.9% | +9.8% |
| All | +10.3% | +70.6% | -60.3% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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