+476.5%
V vs ADM
+127.5%
+349.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.4% |
| 7D | -0.4% | +0.7% | -1.1% | -0.6% |
| 30D | +6.3% | -14.7% | +21.0% | +11.7% |
| 3M | +17.2% | -10.4% | +27.6% | +20.8% |
| 6M | +29.2% | -10.9% | +40.2% | +32.8% |
| YTD | +20.8% | +26.0% | -5.2% | +9.2% |
| 1Y | +25.0% | +26.5% | -1.5% | +12.7% |
| 3Y | +75.3% | +8.2% | +67.1% | +61.4% |
| 5Y | +105.8% | +24.0% | +81.9% | +69.2% |
| All | +476.5% | +127.5% | +349.0% | +235.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling