+128.2%
ADM vs URI
+1,243.8%
-1,115.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.2% | -1.8% | +1.3% |
| 7D | +0.1% | +2.4% | -2.3% | -0.6% |
| 30D | -11.8% | +8.9% | -20.7% | -14.0% |
| 3M | -11.3% | +0.8% | -12.1% | -12.0% |
| 6M | -10.0% | +23.1% | -33.2% | -15.8% |
| YTD | +25.9% | +43.1% | -17.2% | +11.2% |
| 1Y | +26.7% | +35.7% | -9.0% | +13.4% |
| 3Y | +8.1% | +158.2% | -150.1% | -23.3% |
| 5Y | +23.5% | +212.6% | -189.1% | -20.6% |
| 10Y | +128.2% | +1,210.8% | -1,082.6% | -10.9% |
| All | +128.2% | +1,243.8% | -1,115.6% | -10.9% |
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