+26.3%
ADM vs URA
+33.4%
-7.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -1.3% |
| 7D | -9.0% | -4.1% | -4.9% | -8.6% |
| 30D | -14.0% | -19.0% | +5.0% | -11.7% |
| 3M | -9.2% | -25.1% | +16.0% | -6.1% |
| 6M | -9.2% | -44.5% | +35.3% | -2.3% |
| YTD | +24.2% | -24.3% | +48.5% | +25.5% |
| 1Y | +27.0% | -28.1% | +55.1% | +29.0% |
| 3Y | +6.6% | +40.7% | -34.1% | -9.6% |
| All | +26.3% | +33.4% | -7.1% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling