+27.5%
ADM vs URA
-29.3%
+56.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +2.7% |
| 7D | +4.2% | -1.5% | +5.7% | +4.2% |
| 30D | -12.8% | -10.4% | -2.4% | -12.9% |
| 3M | -8.5% | -29.6% | +21.2% | -8.5% |
| 6M | -10.9% | -40.3% | +29.4% | -10.4% |
| YTD | +29.4% | -25.5% | +54.9% | +27.6% |
| 1Y | +27.5% | -26.4% | +54.0% | +25.8% |
| All | +27.5% | -29.3% | +56.8% | +25.8% |
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