+68.7%
ADM vs VSXY
+37.4%
+31.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | +0.2% |
| 7D | +3.8% | -14.0% | +17.8% | +4.3% |
| 30D | +9.8% | -15.9% | +25.7% | +10.4% |
| 3M | +2.1% | +3.4% | -1.3% | +1.8% |
| 6M | +27.5% | +25.9% | +1.6% | +25.5% |
| YTD | +50.2% | +39.5% | +10.7% | +46.8% |
| 1Y | +40.6% | +194.4% | -153.8% | +31.4% |
| 3Y | +17.2% | +281.4% | -264.2% | +3.5% |
| 5Y | +61.9% | +12.8% | +49.1% | +53.9% |
| All | +68.7% | +37.4% | +31.4% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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