+1,043.4%
ADM vs VTR
+1,499.7%
-456.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.7% |
| 7D | +3.8% | -1.7% | +5.4% | +4.1% |
| 30D | +9.8% | -2.4% | +12.2% | +10.2% |
| 3M | +2.1% | +14.8% | -12.7% | -0.9% |
| 6M | +27.5% | +5.3% | +22.2% | +25.8% |
| YTD | +50.2% | +18.1% | +32.1% | +44.8% |
| 1Y | +40.6% | +36.7% | +3.9% | +31.5% |
| 3Y | +17.2% | +130.1% | -112.8% | -1.9% |
| 5Y | +61.9% | +89.5% | -27.6% | +39.3% |
| 10Y | +159.3% | +87.4% | +71.9% | +109.3% |
| All | +1,043.4% | +1,499.7% | -456.3% | +572.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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