+27.3%
ADM vs VLTO
+27.2%
+0.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.5% |
| 7D | +3.8% | -2.3% | +6.0% | +4.0% |
| 30D | +9.8% | -0.9% | +10.6% | +9.8% |
| 3M | +2.1% | +13.8% | -11.7% | +0.1% |
| 6M | +27.5% | +2.0% | +25.5% | +27.0% |
| YTD | +50.2% | -3.2% | +53.4% | +51.0% |
| 1Y | +40.6% | -9.2% | +49.8% | +42.8% |
| All | +27.3% | +27.2% | +0.1% | +26.2% |
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