+1,583.8%
ADM vs VSH
+1,531.5%
+52.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.8% | -6.4% | +1.0% |
| 7D | +0.1% | +12.8% | -12.7% | -2.2% |
| 30D | -11.8% | -9.0% | -2.8% | -11.4% |
| 3M | -11.3% | -12.2% | +0.9% | -10.8% |
| 6M | -10.0% | -15.9% | +5.9% | -11.1% |
| YTD | +25.9% | +103.2% | -77.3% | +6.8% |
| 1Y | +26.7% | +108.4% | -81.8% | +6.8% |
| 3Y | +8.1% | +41.6% | -33.4% | -5.8% |
| 5Y | +23.5% | +54.6% | -31.1% | +4.7% |
| 10Y | +128.2% | +138.2% | -10.0% | +76.0% |
| All | +1,583.8% | +1,531.5% | +52.3% | +655.1% |
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 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