+5.7%
ADM vs URI
+155.7%
-150.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.6% |
| 7D | -1.8% | -6.0% | +4.1% | -1.4% |
| 30D | -13.3% | +4.6% | -17.9% | -13.7% |
| 3M | -13.4% | -2.7% | -10.7% | -13.3% |
| 6M | -9.6% | +18.4% | -28.0% | -11.5% |
| YTD | +23.0% | +37.4% | -14.3% | +17.6% |
| 1Y | +27.4% | +30.4% | -3.0% | +22.5% |
| 3Y | +5.7% | +147.9% | -142.2% | -8.4% |
| All | +5.7% | +155.7% | -150.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling