+25.1%
ADM vs UL
+31.1%
-6.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.2% |
| 7D | -9.0% | +1.1% | -10.2% | -9.2% |
| 30D | -14.0% | +8.2% | -22.2% | -15.2% |
| 3M | -9.2% | +4.5% | -13.7% | -10.0% |
| 6M | -9.2% | +12.6% | -21.7% | -11.4% |
| YTD | +24.2% | +3.5% | +20.7% | +23.2% |
| 1Y | +27.0% | -0.4% | +27.4% | +27.1% |
| 3Y | +6.6% | +36.0% | -29.4% | -1.1% |
| All | +25.1% | +31.1% | -6.0% | +14.5% |
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