+49.4%
ADM vs AUR
-35.7%
+85.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.2% |
| 7D | +2.5% | +1.4% | +1.1% | +2.5% |
| 30D | +9.5% | -6.4% | +15.9% | +9.6% |
| 3M | +10.6% | +7.7% | +2.9% | +10.4% |
| 6M | +24.0% | +44.5% | -20.5% | +22.9% |
| YTD | +54.0% | +67.4% | -13.5% | +52.0% |
| 1Y | +45.3% | +15.4% | +29.9% | +44.4% |
| 3Y | +21.8% | +94.8% | -73.1% | +17.9% |
| 5Y | +66.8% | -35.1% | +101.9% | +54.8% |
| All | +49.4% | -35.7% | +85.1% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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