+63.3%
ADM vs UUUU
+79.1%
-15.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.0% | +4.8% | +0.1% |
| 7D | +2.5% | -10.5% | +13.0% | +3.3% |
| 30D | +9.5% | -10.5% | +20.0% | +10.1% |
| 3M | +10.6% | -14.1% | +24.7% | +11.3% |
| 6M | +24.0% | -35.5% | +59.5% | +26.5% |
| YTD | +54.0% | -10.9% | +64.9% | +51.0% |
| 1Y | +45.3% | +3.4% | +42.0% | +38.3% |
| 3Y | +21.8% | +73.1% | -51.4% | +5.4% |
| All | +63.3% | +79.1% | -15.8% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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