+40.6%
ADM vs VYM
+21.4%
+19.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +3.8% | 0.0% | +3.8% | +3.8% |
| 30D | +9.8% | -0.5% | +10.3% | +10.0% |
| 3M | +2.1% | +3.0% | -0.9% | +0.8% |
| 6M | +27.5% | +8.2% | +19.3% | +22.3% |
| YTD | +50.2% | +15.8% | +34.4% | +37.7% |
| 1Y | +40.6% | +20.8% | +19.7% | +28.1% |
| All | +40.6% | +21.4% | +19.1% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling