+7.2%
ADM vs VSH
+10.8%
-3.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.7% | -6.4% | -1.2% |
| 7D | -9.0% | -12.9% | +3.9% | -8.1% |
| 30D | -14.0% | -36.9% | +22.9% | -10.5% |
| 3M | -9.2% | -28.8% | +19.6% | -7.1% |
| 6M | -9.2% | -30.3% | +21.1% | -9.2% |
| YTD | +24.2% | +62.4% | -38.1% | +9.3% |
| 1Y | +27.0% | +62.5% | -35.6% | +11.5% |
| All | +7.2% | +10.8% | -3.6% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling