+171.1%
ADM vs VYM
+209.2%
-38.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.9% |
| 7D | +2.5% | -0.8% | +3.3% | +3.3% |
| 30D | +9.5% | -2.2% | +11.7% | +11.8% |
| 3M | +10.6% | +3.1% | +7.5% | +7.3% |
| 6M | +24.0% | +9.7% | +14.3% | +13.0% |
| YTD | +54.0% | +14.9% | +39.1% | +34.0% |
| 1Y | +45.3% | +17.6% | +27.8% | +23.5% |
| 3Y | +21.8% | +65.3% | -43.6% | -26.8% |
| 5Y | +66.8% | +78.7% | -11.9% | -7.3% |
| All | +171.1% | +209.2% | -38.1% | -1.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling