+62.6%
ADM vs UL
+22.5%
+40.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | -0.1% | -1.3% | +1.2% | +0.2% |
| 30D | +11.0% | +0.9% | +10.1% | +10.8% |
| 3M | +6.0% | +14.2% | -8.2% | +3.0% |
| 6M | +26.9% | -3.2% | +30.1% | +27.9% |
| YTD | +50.0% | -0.3% | +50.3% | +49.9% |
| 1Y | +39.6% | -8.8% | +48.4% | +42.5% |
| 3Y | +18.5% | +23.9% | -5.3% | +12.1% |
| 5Y | +62.6% | +21.4% | +41.2% | +50.4% |
| All | +62.6% | +22.5% | +40.1% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling