+106.0%
ADM vs VSH
+117.5%
-11.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.1% |
| 7D | -1.8% | -1.6% | -0.3% | -2.0% |
| 30D | -13.3% | -21.3% | +8.0% | -10.1% |
| 3M | -13.4% | -18.9% | +5.5% | -11.3% |
| 6M | -9.6% | -21.4% | +11.8% | -10.7% |
| YTD | +23.0% | +86.8% | -63.8% | -3.2% |
| 1Y | +27.4% | +85.8% | -58.4% | +0.1% |
| 3Y | +5.7% | +30.1% | -24.5% | -13.3% |
| 5Y | +22.1% | +42.8% | -20.7% | -5.6% |
| 10Y | +106.0% | +121.2% | -15.2% | +37.1% |
| All | +106.0% | +117.5% | -11.5% | +37.1% |
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