+43.2%
ADM vs VO
+13.6%
+29.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.6% |
| 7D | +1.4% | -0.6% | +2.0% | +1.5% |
| 30D | +8.2% | -1.9% | +10.1% | +8.5% |
| 3M | +8.7% | +3.3% | +5.5% | +7.7% |
| 6M | +29.1% | +9.7% | +19.4% | +25.2% |
| YTD | +53.7% | +12.6% | +41.0% | +47.9% |
| 1Y | +43.2% | +13.6% | +29.6% | +38.3% |
| All | +43.2% | +13.6% | +29.6% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling