+5.4%
ADT vs VOO
+209.6%
-204.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +0.4% | +2.6% | -2.2% | -2.2% |
| 30D | +50.0% | -2.0% | +52.0% | +52.4% |
| 3M | +33.6% | -2.8% | +36.3% | +36.7% |
| 6M | +47.1% | +2.2% | +44.9% | +42.6% |
| YTD | +25.7% | +11.5% | +14.2% | +11.4% |
| 1Y | +21.9% | +13.5% | +8.4% | +6.1% |
| 3Y | +88.1% | +78.1% | +10.0% | +0.6% |
| 5Y | +23.5% | +73.1% | -49.6% | -31.4% |
| All | +5.4% | +209.6% | -204.2% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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