+131.1%
ADI vs UMC
+134.9%
-3.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | 0.0% |
| 7D | +1.3% | +11.4% | -10.0% | -3.4% |
| 30D | -6.0% | +16.8% | -22.7% | -12.5% |
| 3M | -7.7% | +19.1% | -26.8% | -16.8% |
| 6M | +14.0% | +137.4% | -123.5% | -27.8% |
| YTD | +34.4% | +186.4% | -152.0% | -26.3% |
| 1Y | +48.0% | +229.1% | -181.1% | -25.4% |
| 3Y | +113.3% | +257.9% | -144.6% | +0.7% |
| 5Y | +131.1% | +137.5% | -6.4% | +25.3% |
| All | +131.1% | +134.9% | -3.8% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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