+363.0%
ADM vs VRSK
+593.4%
-230.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +2.0% |
| 7D | +1.4% | -5.4% | +6.8% | +3.1% |
| 30D | +8.2% | -1.8% | +10.0% | +8.5% |
| 3M | +8.7% | -2.2% | +10.9% | +8.4% |
| 6M | +29.1% | -14.9% | +44.0% | +34.2% |
| YTD | +53.7% | -20.0% | +73.7% | +62.5% |
| 1Y | +43.2% | -33.1% | +76.4% | +61.1% |
| 3Y | +21.4% | -25.6% | +47.0% | +28.7% |
| 5Y | +67.1% | -10.1% | +77.2% | +60.8% |
| 10Y | +176.6% | +128.4% | +48.2% | +79.8% |
| All | +363.0% | +593.4% | -230.4% | +108.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling