+26.4%
ADM vs VSH
+106.7%
-80.3%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.8% | -6.4% | +2.0% |
| 7D | +0.1% | +12.8% | -12.7% | -0.4% |
| 30D | -11.8% | -9.0% | -2.8% | -11.4% |
| 3M | -11.3% | -12.2% | +0.9% | -10.9% |
| 6M | -10.0% | -15.9% | +5.9% | -11.7% |
| YTD | +25.9% | +103.2% | -77.3% | +9.6% |
| All | +26.4% | +106.7% | -80.3% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling