+162.0%
ADM vs VXX
-98.9%
+260.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | +0.8% |
| 7D | +3.0% | +7.2% | -4.2% | +3.9% |
| 30D | +8.7% | -5.8% | +14.5% | +7.9% |
| 3M | +7.6% | -29.0% | +36.6% | +3.2% |
| 6M | +26.9% | -44.0% | +70.9% | +18.5% |
| YTD | +54.3% | -28.7% | +83.0% | +49.6% |
| 1Y | +45.7% | -45.2% | +90.8% | +37.0% |
| 3Y | +21.9% | -77.8% | +99.7% | +8.1% |
| 5Y | +67.2% | -95.6% | +162.8% | +21.1% |
| All | +162.0% | -98.9% | +260.9% | +75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling