+72.9%
ADM vs UMAC
+494.0%
-421.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.3% | +0.3% |
| 7D | +3.8% | -0.9% | +4.7% | +3.8% |
| 30D | +9.8% | -7.7% | +17.4% | +9.8% |
| 3M | +2.1% | -26.4% | +28.6% | +2.3% |
| 6M | +27.5% | +61.9% | -34.3% | +25.5% |
| YTD | +50.2% | +86.5% | -36.3% | +47.4% |
| 1Y | +40.6% | +156.3% | -115.7% | +37.0% |
| All | +72.9% | +494.0% | -421.1% | +66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling