+1,545.4%
ADM vs VMC
+3,567.9%
-2,022.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.6% |
| 7D | -1.8% | +1.1% | -3.0% | -2.2% |
| 30D | -13.3% | +17.7% | -30.9% | -17.2% |
| 3M | -13.4% | +1.1% | -14.4% | -14.0% |
| 6M | -9.6% | +1.8% | -11.4% | -10.9% |
| YTD | +23.0% | +1.5% | +21.5% | +20.7% |
| 1Y | +27.4% | -1.1% | +28.5% | +25.8% |
| 3Y | +5.7% | +38.8% | -33.1% | -6.7% |
| 5Y | +22.1% | +49.6% | -27.5% | +4.0% |
| 10Y | +106.0% | +130.6% | -24.6% | +47.6% |
| All | +1,545.4% | +3,567.9% | -2,022.5% | +549.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling