+62.6%
ADM vs VMC
+52.4%
+10.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.2% |
| 7D | -0.1% | -0.5% | +0.5% | 0.0% |
| 30D | +11.0% | -9.1% | +20.1% | +13.0% |
| 3M | +6.0% | -4.1% | +10.2% | +6.3% |
| 6M | +26.9% | -5.5% | +32.5% | +27.3% |
| YTD | +50.0% | -8.9% | +58.9% | +51.2% |
| 1Y | +39.6% | -12.9% | +52.5% | +42.0% |
| 3Y | +18.5% | +22.1% | -3.6% | +8.1% |
| 5Y | +62.6% | +52.7% | +9.9% | +33.7% |
| All | +62.6% | +52.4% | +10.2% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling