+22.0%
ADM vs VNQ
+29.8%
-7.7%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | +3.0% | -2.6% | +5.6% | +4.0% |
| 30D | +8.7% | -2.3% | +11.0% | +9.6% |
| 3M | +7.6% | -2.8% | +10.4% | +8.5% |
| 6M | +26.9% | +2.5% | +24.4% | +24.8% |
| YTD | +54.3% | +8.4% | +45.8% | +47.9% |
| 1Y | +45.7% | +6.8% | +38.9% | +40.5% |
| All | +22.0% | +29.8% | -7.7% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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