+40.6%
ADM vs VRSK
-30.3%
+70.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.4% |
| 7D | +3.8% | -3.1% | +6.9% | +3.9% |
| 30D | +9.8% | -1.6% | +11.3% | +9.8% |
| 3M | +2.1% | +3.5% | -1.4% | +1.4% |
| 6M | +27.5% | -13.4% | +40.9% | +29.2% |
| YTD | +50.2% | -16.5% | +66.7% | +54.9% |
| 1Y | +40.6% | -30.6% | +71.2% | +44.7% |
| All | +40.6% | -30.3% | +70.8% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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