+67.2%
ADM vs VYM
+75.8%
-8.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.9% |
| 7D | +3.0% | -1.9% | +4.9% | +4.7% |
| 30D | +8.7% | -2.6% | +11.3% | +11.2% |
| 3M | +7.6% | +3.6% | +4.0% | +4.2% |
| 6M | +26.9% | +8.7% | +18.2% | +17.3% |
| YTD | +54.3% | +14.1% | +40.2% | +36.4% |
| 1Y | +45.7% | +17.8% | +27.8% | +24.9% |
| 3Y | +21.9% | +64.5% | -42.6% | -25.2% |
| 5Y | +67.2% | +77.5% | -10.4% | -6.1% |
| All | +67.2% | +75.8% | -8.6% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling