+49.7%
ADM vs AUR
-36.7%
+86.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.5% |
| 7D | +3.0% | +0.2% | +2.8% | +3.0% |
| 30D | +8.7% | -8.9% | +17.6% | +8.9% |
| 3M | +7.6% | +4.6% | +3.0% | +7.4% |
| 6M | +26.9% | +44.9% | -18.0% | +25.7% |
| YTD | +54.3% | +64.8% | -10.6% | +52.4% |
| 1Y | +45.7% | +16.4% | +29.3% | +44.8% |
| 3Y | +21.9% | +85.1% | -63.2% | +18.2% |
| 5Y | +67.2% | -36.1% | +103.3% | +55.2% |
| All | +49.7% | -36.7% | +86.4% | +38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling