+245.2%
ADM vs URA
-51.6%
+296.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -1.7% |
| 7D | -9.0% | -4.1% | -4.9% | -8.2% |
| 30D | -14.0% | -19.0% | +5.0% | -10.1% |
| 3M | -9.2% | -25.1% | +16.0% | -3.9% |
| 6M | -9.2% | -44.5% | +35.3% | +2.3% |
| YTD | +24.2% | -24.3% | +48.5% | +27.5% |
| 1Y | +27.0% | -28.1% | +55.1% | +31.3% |
| 3Y | +6.6% | +40.7% | -34.1% | -12.2% |
| 5Y | +25.0% | +35.5% | -10.5% | 0.0% |
| 10Y | +100.2% | +281.2% | -180.9% | +5.9% |
| All | +245.2% | -51.6% | +296.9% | +208.2% |
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