+7.4%
ADM vs URA
+37.6%
-30.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.8% | +3.9% | +0.3% |
| 7D | +0.7% | +4.5% | -3.7% | +0.5% |
| 30D | -14.7% | -13.4% | -1.3% | -14.1% |
| 3M | -10.4% | -28.4% | +18.0% | -9.0% |
| 6M | -10.9% | -40.5% | +29.5% | -8.5% |
| YTD | +26.0% | -24.3% | +50.3% | +25.9% |
| 1Y | +26.5% | -28.8% | +55.3% | +27.0% |
| All | +7.4% | +37.6% | -30.2% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling