+831.5%
ADM vs VO
+827.2%
+4.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +3.8% | -0.3% | +4.0% | +3.9% |
| 30D | +9.8% | -0.3% | +10.1% | +9.9% |
| 3M | +2.1% | +2.9% | -0.8% | -0.6% |
| 6M | +27.5% | +9.3% | +18.2% | +17.6% |
| YTD | +50.2% | +14.2% | +36.0% | +33.5% |
| 1Y | +40.6% | +15.3% | +25.3% | +23.7% |
| 3Y | +17.2% | +56.2% | -39.0% | -21.7% |
| 5Y | +61.9% | +42.4% | +19.5% | +14.1% |
| 10Y | +159.3% | +194.7% | -35.5% | -6.2% |
| All | +831.5% | +827.2% | +4.3% | +31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling