+64.2%
ADM vs URI
+200.7%
-136.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | 0.0% |
| 7D | +3.8% | -2.0% | +5.7% | +4.1% |
| 30D | +9.8% | -12.9% | +22.7% | +12.3% |
| 3M | +2.1% | -6.7% | +8.9% | +2.9% |
| 6M | +27.5% | +19.0% | +8.5% | +21.8% |
| YTD | +50.2% | +25.5% | +24.7% | +41.1% |
| 1Y | +40.6% | +5.5% | +35.1% | +36.8% |
| 3Y | +17.2% | +111.3% | -94.1% | -7.2% |
| All | +64.2% | +200.7% | -136.4% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling