+99.7%
ADM vs URI
+1,374.0%
-1,274.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | -9.0% | -9.8% | +0.8% | -6.8% |
| 30D | -14.0% | +1.7% | -15.7% | -14.6% |
| 3M | -9.2% | -9.1% | -0.1% | -7.5% |
| 6M | -9.2% | +9.9% | -19.0% | -12.3% |
| YTD | +24.2% | +31.2% | -7.0% | +12.6% |
| 1Y | +27.0% | +25.9% | +1.0% | +16.2% |
| 3Y | +6.6% | +147.4% | -140.8% | -22.8% |
| 5Y | +25.0% | +179.7% | -154.8% | -15.9% |
| All | +99.7% | +1,374.0% | -1,274.3% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 10y: compounded portfolio wealth divided by compounded URI 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…
10y analysis · Full analysis span regression · 6 months rolling