+96.5%
UAL vs ADM
+118.6%
-22.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.2% | -3.0% |
| 7D | +2.3% | +0.1% | +2.1% | +2.1% |
| 30D | +13.3% | -11.8% | +25.2% | +20.6% |
| 3M | -6.3% | -11.3% | +5.0% | -1.3% |
| 6M | +22.5% | -10.0% | +32.5% | +26.2% |
| YTD | +5.9% | +25.9% | -20.0% | -12.2% |
| 1Y | +24.7% | +26.7% | -2.0% | +2.6% |
| 3Y | +211.6% | +8.1% | +203.4% | +165.6% |
| 5Y | +130.6% | +23.5% | +107.1% | +60.0% |
| 10Y | +96.5% | +128.2% | -31.7% | -23.2% |
| All | +96.5% | +118.6% | -22.1% | -23.2% |
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