+106.0%
ADM vs UL
+106.3%
-0.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -1.8% | +2.6% | -4.4% | -2.7% |
| 30D | -13.3% | +6.8% | -20.0% | -15.1% |
| 3M | -13.4% | +5.7% | -19.1% | -15.0% |
| 6M | -9.6% | +15.9% | -25.5% | -14.3% |
| YTD | +23.0% | +4.3% | +18.8% | +20.3% |
| 1Y | +27.4% | -0.4% | +27.8% | +26.5% |
| 3Y | +5.7% | +35.0% | -29.3% | -6.8% |
| 5Y | +22.1% | +31.6% | -9.5% | +6.9% |
| 10Y | +106.0% | +104.6% | +1.3% | +67.3% |
| All | +106.0% | +106.3% | -0.3% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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