+158.1%
ADM vs URA
+356.0%
-197.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | +3.8% | +1.1% | +2.7% | +3.5% |
| 30D | +9.8% | +7.4% | +2.4% | +8.0% |
| 3M | +2.1% | -8.4% | +10.5% | +3.1% |
| 6M | +27.5% | -12.7% | +40.2% | +28.9% |
| YTD | +50.2% | +7.8% | +42.4% | +44.1% |
| 1Y | +40.6% | +19.5% | +21.1% | +30.1% |
| 3Y | +17.2% | +116.4% | -99.2% | -9.6% |
| 5Y | +61.9% | +134.3% | -72.4% | +16.8% |
| All | +158.1% | +356.0% | -197.9% | +51.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling