+107.6%
ADM vs VO
+197.5%
-89.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -2.1% |
| 7D | -7.8% | -0.1% | -7.7% | -7.8% |
| 30D | -12.6% | +0.5% | -13.1% | -13.1% |
| 3M | -8.2% | -1.0% | -7.2% | -7.9% |
| 6M | -8.9% | +6.4% | -15.3% | -13.4% |
| YTD | +24.0% | +13.6% | +10.4% | +12.2% |
| 1Y | +26.2% | +14.5% | +11.7% | +13.4% |
| 3Y | +7.0% | +67.2% | -60.2% | -28.9% |
| 5Y | +24.9% | +36.1% | -11.2% | -3.9% |
| All | +107.6% | +197.5% | -89.9% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling