+1,583.8%
ADM vs UL
+2,729.0%
-1,145.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.4% | +2.7% |
| 7D | +0.1% | -1.7% | +1.8% | +0.7% |
| 30D | -11.8% | +4.5% | -16.3% | -13.3% |
| 3M | -11.3% | +5.5% | -16.8% | -13.2% |
| 6M | -10.0% | +17.0% | -27.0% | -15.6% |
| YTD | +25.9% | +3.2% | +22.7% | +22.9% |
| 1Y | +26.7% | -1.9% | +28.5% | +25.8% |
| 3Y | +8.1% | +33.6% | -25.4% | -5.1% |
| 5Y | +23.5% | +31.5% | -8.0% | +6.9% |
| 10Y | +128.2% | +103.9% | +24.3% | +63.6% |
| All | +1,583.8% | +2,729.0% | -1,145.2% | +408.2% |
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