+1,908.9%
ADM vs VSH
+1,674.8%
+234.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.2% | -0.4% |
| 7D | +3.8% | +4.1% | -0.3% | +3.1% |
| 30D | +9.8% | -4.2% | +13.9% | +10.1% |
| 3M | +2.1% | -50.0% | +52.1% | +12.1% |
| 6M | +27.5% | +80.2% | -52.7% | +12.3% |
| YTD | +50.2% | +121.1% | -70.9% | +27.5% |
| 1Y | +40.6% | +112.0% | -71.4% | +19.5% |
| 3Y | +17.2% | +22.5% | -5.3% | +5.9% |
| 5Y | +61.9% | +64.0% | -2.2% | +37.8% |
| 10Y | +159.3% | +170.4% | -11.1% | +98.7% |
| All | +1,908.9% | +1,674.8% | +234.1% | +801.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling