+45.3%
ADM vs VRSK
-32.3%
+77.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +2.5% | -5.2% | +7.7% | +2.7% |
| 30D | +9.5% | -2.3% | +11.8% | +9.5% |
| 3M | +10.6% | -2.9% | +13.5% | +10.2% |
| 6M | +24.0% | -12.8% | +36.8% | +24.9% |
| YTD | +54.0% | -20.8% | +74.8% | +59.1% |
| 1Y | +45.3% | -33.2% | +78.5% | +50.3% |
| All | +45.3% | -32.3% | +77.6% | +50.3% |
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