+72.7%
ADM vs UMAC
+549.5%
-476.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.3% | -9.5% | -0.3% |
| 7D | -0.1% | +14.7% | -14.8% | -0.3% |
| 30D | +11.0% | -0.5% | +11.5% | +10.9% |
| 3M | +6.0% | +0.5% | +5.5% | +5.7% |
| 6M | +26.9% | +57.9% | -31.0% | +25.0% |
| YTD | +50.0% | +103.9% | -53.9% | +47.0% |
| 1Y | +39.6% | +159.3% | -119.7% | +36.0% |
| All | +72.7% | +549.5% | -476.8% | +65.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling