+316.0%
ADM vs UUUU
-92.0%
+408.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | +1.4% | +1.8% | -0.4% | +1.2% |
| 30D | +8.2% | +1.8% | +6.4% | +7.9% |
| 3M | +8.7% | +1.3% | +7.5% | +8.1% |
| 6M | +29.1% | -26.8% | +55.9% | +30.5% |
| YTD | +53.7% | +0.1% | +53.6% | +50.5% |
| 1Y | +43.2% | +11.2% | +32.0% | +37.7% |
| 3Y | +21.4% | +97.7% | -76.3% | +8.7% |
| 5Y | +67.1% | +127.3% | -60.2% | +43.8% |
| 10Y | +176.6% | +532.6% | -356.0% | +104.1% |
| All | +316.0% | -92.0% | +408.0% | +217.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling