+77.6%
ADM vs UMAC
+488.3%
-410.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.7% | +0.5% |
| 7D | +3.0% | -4.0% | +7.0% | +3.0% |
| 30D | +8.7% | -9.4% | +18.1% | +8.7% |
| 3M | +7.6% | +3.0% | +4.6% | +7.2% |
| 6M | +26.9% | +27.2% | -0.3% | +25.3% |
| YTD | +54.3% | +84.7% | -30.4% | +51.4% |
| 1Y | +45.7% | +136.5% | -90.8% | +42.1% |
| All | +77.6% | +488.3% | -410.7% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 10y: compounded portfolio wealth divided by compounded UMAC 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…
10y analysis · Full analysis span regression · 6 months rolling