+6.0%
ADM vs VLTO
+54.1%
-48.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -7.5% | +12.0% | -19.5% | -8.7% |
| 30D | -14.3% | +20.8% | -35.1% | -16.1% |
| 3M | -8.6% | +20.1% | -28.7% | -10.5% |
| 6M | -9.9% | +32.6% | -42.5% | -13.1% |
| YTD | +25.1% | +17.3% | +7.8% | +23.0% |
| 1Y | +28.8% | +17.3% | +11.5% | +26.6% |
| 3Y | +6.9% | +66.9% | -60.1% | +3.6% |
| All | +6.0% | +54.1% | -48.1% | +2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling