+647.9%
ADM vs URI
+7,377.6%
-6,729.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.1% | +6.6% | +0.7% |
| 7D | -7.5% | -12.9% | +5.4% | -5.4% |
| 30D | -14.3% | -3.4% | -10.9% | -13.9% |
| 3M | -8.6% | -10.0% | +1.4% | -7.3% |
| 6M | -9.9% | +12.2% | -22.0% | -12.3% |
| YTD | +25.1% | +29.8% | -4.6% | +17.4% |
| 1Y | +28.8% | +24.6% | +4.2% | +21.7% |
| 3Y | +6.9% | +137.6% | -130.7% | -12.0% |
| 5Y | +25.9% | +176.6% | -150.8% | -0.8% |
| 10Y | +101.7% | +1,402.6% | -1,300.9% | +15.0% |
| All | +647.9% | +7,377.6% | -6,729.7% | +200.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling