+1,583.8%
ADM vs VMC
+3,530.3%
-1,946.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.4% | +2.6% |
| 7D | +0.1% | -4.3% | +4.4% | +1.3% |
| 30D | -11.8% | +16.2% | -28.0% | -15.6% |
| 3M | -11.3% | -0.8% | -10.5% | -11.5% |
| 6M | -10.0% | +1.2% | -11.2% | -11.2% |
| YTD | +25.9% | +0.5% | +25.4% | +23.9% |
| 1Y | +26.7% | -2.9% | +29.6% | +25.7% |
| 3Y | +8.1% | +37.3% | -29.2% | -4.2% |
| 5Y | +23.5% | +48.8% | -25.3% | +5.4% |
| 10Y | +128.2% | +131.4% | -3.2% | +63.3% |
| All | +1,583.8% | +3,530.3% | -1,946.5% | +566.6% |
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