+161.4%
ADM vs VXX
-99.0%
+260.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | -0.8% |
| 7D | +2.5% | +2.0% | +0.5% | +2.8% |
| 30D | +9.5% | -7.1% | +16.6% | +8.4% |
| 3M | +10.6% | -28.6% | +39.2% | +6.1% |
| 6M | +24.0% | -44.0% | +68.0% | +15.8% |
| YTD | +54.0% | -31.7% | +85.7% | +48.5% |
| 1Y | +45.3% | -46.3% | +91.7% | +36.4% |
| 3Y | +21.8% | -78.3% | +100.0% | +7.8% |
| 5Y | +66.8% | -95.8% | +162.6% | +20.2% |
| All | +161.4% | -99.0% | +260.4% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 10y: compounded portfolio wealth divided by compounded VXX 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…
10y analysis · Full analysis span regression · 6 months rolling