+575.2%
ADI vs UMC
+292.9%
+282.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -1.0% |
| 7D | +2.6% | +13.6% | -11.0% | -2.4% |
| 30D | -4.6% | +20.8% | -25.4% | -11.7% |
| 3M | -9.5% | +16.1% | -25.6% | -16.4% |
| 6M | +14.8% | +137.3% | -122.4% | -21.3% |
| YTD | +35.8% | +193.8% | -157.9% | -16.5% |
| 1Y | +48.9% | +236.1% | -187.1% | -13.5% |
| 3Y | +115.6% | +267.1% | -151.5% | +20.2% |
| 5Y | +135.1% | +145.3% | -10.2% | +50.1% |
| 10Y | +636.4% | +1,857.3% | -1,220.9% | +84.1% |
| All | +575.2% | +292.9% | +282.3% | +87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling