+1,908.9%
ADM vs VMC
+3,246.6%
-1,337.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | +3.8% | -4.3% | +8.1% | +5.0% |
| 30D | +9.8% | -8.2% | +18.0% | +12.2% |
| 3M | +2.1% | -7.0% | +9.2% | +3.6% |
| 6M | +27.5% | -10.8% | +38.3% | +30.3% |
| YTD | +50.2% | -7.4% | +57.6% | +51.6% |
| 1Y | +40.6% | -9.5% | +50.1% | +42.5% |
| 3Y | +17.2% | +20.5% | -3.2% | +7.8% |
| 5Y | +61.9% | +51.6% | +10.3% | +37.4% |
| 10Y | +159.3% | +150.0% | +9.2% | +81.4% |
| All | +1,908.9% | +3,246.6% | -1,337.7% | +715.5% |
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