+21.3%
ADM vs URA
-32.2%
+53.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.3% |
| 7D | -8.3% | -10.5% | +2.3% | -8.4% |
| 30D | -14.1% | -18.6% | +4.5% | -14.3% |
| 3M | -10.7% | -23.0% | +12.3% | -11.2% |
| 6M | -5.9% | -40.3% | +34.4% | -5.9% |
| YTD | +25.8% | -23.5% | +49.2% | +25.8% |
| 1Y | +21.3% | -31.1% | +52.4% | +19.8% |
| All | +21.3% | -32.2% | +53.4% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling