+106.0%
ADM vs URI
+1,189.1%
-1,083.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.3% |
| 7D | -1.8% | -6.0% | +4.1% | -0.5% |
| 30D | -13.3% | +4.6% | -17.9% | -14.5% |
| 3M | -13.4% | -2.7% | -10.7% | -13.3% |
| 6M | -9.6% | +18.4% | -28.0% | -14.6% |
| YTD | +23.0% | +37.4% | -14.3% | +9.8% |
| 1Y | +27.4% | +30.4% | -3.0% | +15.2% |
| 3Y | +5.7% | +147.9% | -142.2% | -24.2% |
| 5Y | +22.1% | +202.1% | -180.0% | -20.7% |
| 10Y | +106.0% | +1,182.4% | -1,076.5% | -16.7% |
| All | +106.0% | +1,189.1% | -1,083.1% | -16.7% |
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