+798.0%
ADM vs URI
+7,134.6%
-6,336.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +22.3% |
| YTD | +50.2% | +25.5% | +24.7% | +42.2% |
| 1Y | +40.6% | +5.5% | +35.1% | +36.9% |
| 3Y | +17.2% | +111.3% | -94.1% | -1.3% |
| 5Y | +61.9% | +198.6% | -136.7% | +26.1% |
| 10Y | +159.3% | +1,179.9% | -1,020.6% | +51.7% |
| All | +798.0% | +7,134.6% | -6,336.6% | +263.7% |
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 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