+6.6%
ADM vs VLTO
+69.5%
-62.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -9.0% | +5.4% | -14.4% | -9.6% |
| 30D | -14.0% | +22.3% | -36.3% | -16.0% |
| 3M | -9.2% | +19.6% | -28.8% | -11.1% |
| 6M | -9.2% | +35.2% | -44.3% | -12.8% |
| YTD | +24.2% | +17.9% | +6.4% | +22.1% |
| 1Y | +27.0% | +19.5% | +7.4% | +24.4% |
| 3Y | +6.6% | +73.9% | -67.3% | +4.9% |
| All | +6.6% | +69.5% | -62.9% | +4.9% |
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