+45.7%
ADM vs VMC
-13.8%
+59.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | +3.0% | -3.7% | +6.7% | +3.0% |
| 30D | +8.7% | -12.8% | +21.5% | +9.0% |
| 3M | +7.6% | -7.9% | +15.5% | +7.3% |
| 6M | +26.9% | -7.5% | +34.4% | +25.9% |
| YTD | +54.3% | -11.6% | +65.9% | +53.4% |
| 1Y | +45.7% | -14.3% | +59.9% | +44.9% |
| All | +45.7% | -13.8% | +59.4% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling