+293.8%
ADM vs VYM
+490.3%
-196.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.3% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | +11.0% | -1.3% | +12.3% | +12.4% |
| 3M | +6.0% | +4.1% | +1.9% | +1.7% |
| 6M | +26.9% | +9.8% | +17.1% | +15.1% |
| YTD | +50.0% | +15.3% | +34.7% | +29.4% |
| 1Y | +39.6% | +20.0% | +19.6% | +15.4% |
| 3Y | +18.5% | +66.2% | -47.7% | -30.3% |
| 5Y | +62.6% | +77.5% | -15.0% | -10.7% |
| 10Y | +162.4% | +201.7% | -39.3% | -16.7% |
| All | +293.8% | +490.3% | -196.5% | -39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling