+1,561.3%
ADM vs UL
+2,738.5%
-1,177.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.2% |
| 7D | -9.0% | +1.1% | -10.2% | -9.4% |
| 30D | -14.0% | +8.2% | -22.2% | -16.5% |
| 3M | -9.2% | +4.5% | -13.7% | -10.8% |
| 6M | -9.2% | +12.6% | -21.7% | -13.6% |
| YTD | +24.2% | +3.5% | +20.7% | +21.1% |
| 1Y | +27.0% | -0.4% | +27.4% | +25.5% |
| 3Y | +6.6% | +36.0% | -29.4% | -7.1% |
| 5Y | +25.0% | +30.9% | -6.0% | +8.4% |
| 10Y | +100.2% | +97.5% | +2.7% | +45.4% |
| All | +1,561.3% | +2,738.5% | -1,177.2% | +400.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling