+102.6%
ADM vs URI
+1,313.6%
-1,211.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.9% | -7.1% | -1.9% |
| 7D | -7.8% | -4.0% | -3.8% | -7.0% |
| 30D | -12.6% | +6.8% | -19.4% | -14.3% |
| 3M | -8.2% | -2.8% | -5.4% | -8.2% |
| 6M | -8.9% | +20.9% | -29.8% | -14.3% |
| YTD | +24.0% | +40.2% | -16.3% | +10.1% |
| 1Y | +26.2% | +34.1% | -7.9% | +13.3% |
| 3Y | +7.0% | +164.1% | -157.1% | -24.7% |
| 5Y | +24.9% | +199.3% | -174.5% | -18.6% |
| 10Y | +102.6% | +1,218.8% | -1,116.2% | -19.1% |
| All | +102.6% | +1,313.6% | -1,211.0% | -19.1% |
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