+126.6%
ADM vs URI
+1,173.3%
-1,046.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +3.0% |
| 7D | +4.2% | +6.7% | -2.5% | +2.4% |
| 30D | -12.8% | +8.9% | -21.7% | -15.0% |
| 3M | -8.5% | +0.5% | -9.0% | -9.2% |
| 6M | -10.9% | +20.7% | -31.6% | -16.2% |
| YTD | +29.4% | +40.0% | -10.6% | +15.0% |
| 1Y | +27.5% | +34.4% | -6.9% | +14.5% |
| 3Y | +10.3% | +149.5% | -139.1% | -21.0% |
| 5Y | +27.4% | +205.6% | -178.2% | -17.6% |
| All | +126.6% | +1,173.3% | -1,046.7% | -8.4% |
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