+126.6%
ADM vs VSH
+115.4%
+11.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.2% | +6.9% | +3.5% |
| 7D | +4.2% | +14.3% | -10.2% | +1.2% |
| 30D | -12.8% | -7.9% | -5.0% | -12.5% |
| 3M | -8.5% | -19.9% | +11.4% | -6.2% |
| 6M | -10.9% | -30.5% | +19.6% | -9.2% |
| YTD | +29.4% | +85.7% | -56.2% | +1.9% |
| 1Y | +27.5% | +98.9% | -71.4% | -1.6% |
| 3Y | +10.3% | +32.1% | -21.7% | -10.0% |
| 5Y | +27.4% | +39.7% | -12.3% | -1.0% |
| All | +126.6% | +115.4% | +11.3% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling