+250.2%
ADM vs URA
-51.6%
+301.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.8% | +3.9% | +0.9% |
| 7D | +0.7% | +4.5% | -3.7% | -0.4% |
| 30D | -14.7% | -13.4% | -1.3% | -12.2% |
| 3M | -10.4% | -28.4% | +18.0% | -4.3% |
| 6M | -10.9% | -40.5% | +29.5% | -1.4% |
| YTD | +26.0% | -24.3% | +50.3% | +29.2% |
| 1Y | +26.5% | -28.8% | +55.3% | +31.1% |
| 3Y | +8.2% | +37.6% | -29.4% | -10.3% |
| 5Y | +24.0% | +30.7% | -6.7% | +0.4% |
| 10Y | +128.4% | +266.8% | -138.4% | +22.2% |
| All | +250.2% | -51.6% | +301.8% | +212.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling