+7.4%
ADM vs VMC
+35.7%
-28.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.5% | +0.2% |
| 7D | +0.7% | -1.7% | +2.4% | +0.8% |
| 30D | -14.7% | +15.3% | -30.0% | -15.6% |
| 3M | -10.4% | +0.3% | -10.7% | -10.4% |
| 6M | -10.9% | +0.9% | -11.8% | -11.2% |
| YTD | +26.0% | -1.0% | +27.0% | +25.6% |
| 1Y | +26.5% | -4.3% | +30.8% | +26.6% |
| All | +7.4% | +35.7% | -28.3% | -3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling