+1,908.9%
ADM vs UL
+2,661.1%
-752.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +3.8% | -1.3% | +5.1% | +4.3% |
| 30D | +9.8% | +0.5% | +9.3% | +9.5% |
| 3M | +2.1% | +17.6% | -15.5% | -4.2% |
| 6M | +27.5% | -5.4% | +32.9% | +28.9% |
| YTD | +50.2% | +0.7% | +49.5% | +48.1% |
| 1Y | +40.6% | -9.3% | +49.8% | +43.9% |
| 3Y | +17.2% | +24.5% | -7.3% | +5.7% |
| 5Y | +61.9% | +23.2% | +38.7% | +43.8% |
| 10Y | +159.3% | +64.5% | +94.8% | +101.8% |
| All | +1,908.9% | +2,661.1% | -752.2% | +512.7% |
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