+45.3%
ADM vs VYM
+18.4%
+26.9%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | +2.5% | -0.8% | +3.3% | +2.9% |
| 30D | +9.5% | -2.2% | +11.7% | +10.6% |
| 3M | +10.6% | +3.1% | +7.5% | +9.0% |
| 6M | +24.0% | +9.7% | +14.3% | +17.5% |
| YTD | +54.0% | +14.9% | +39.1% | +41.0% |
| 1Y | +45.3% | +17.6% | +27.8% | +32.1% |
| All | +45.3% | +18.4% | +26.9% | +32.1% |
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