+92.6%
UAL vs ADM
+98.0%
-5.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.4% |
| 7D | +8.2% | -9.0% | +17.2% | +13.5% |
| 30D | +2.3% | -14.0% | +16.3% | +10.2% |
| 3M | -12.7% | -9.2% | -3.5% | -9.5% |
| 6M | +12.7% | -9.2% | +21.8% | +15.3% |
| YTD | +0.8% | +24.2% | -23.4% | -15.5% |
| 1Y | +17.8% | +27.0% | -9.2% | -3.0% |
| 3Y | +206.7% | +6.6% | +200.1% | +164.2% |
| 5Y | +113.9% | +25.0% | +88.9% | +47.3% |
| All | +92.6% | +98.0% | -5.4% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling