+22.6%
ADMA vs VT
+267.3%
-244.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.7% | -7.4% | -7.2% |
| 7D | -7.1% | -0.3% | -6.8% | -6.9% |
| 30D | +3.7% | -1.4% | +5.1% | +4.9% |
| 3M | +17.6% | -1.4% | +19.0% | +18.9% |
| 6M | +1.6% | +5.5% | -3.8% | -4.1% |
| YTD | -42.5% | +12.8% | -55.4% | -49.1% |
| 1Y | -28.4% | +15.4% | -43.8% | -37.7% |
| 3Y | +187.1% | +76.9% | +110.3% | +73.3% |
| 5Y | +643.3% | +60.4% | +582.9% | +385.9% |
| 10Y | +109.2% | +232.8% | -123.6% | -11.0% |
| All | +22.6% | +267.3% | -244.7% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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