+115.0%
UMC vs ADM
+29.8%
+85.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.1% |
| 7D | -14.7% | -8.3% | -6.4% | -14.7% |
| 30D | -32.9% | -14.1% | -18.8% | -32.9% |
| 3M | -22.2% | -10.7% | -11.4% | -22.1% |
| 6M | +25.9% | -5.9% | +31.8% | +26.7% |
| YTD | +107.9% | +25.8% | +82.2% | +129.3% |
| 1Y | +115.0% | +21.3% | +93.8% | +135.1% |
| All | +115.0% | +29.8% | +85.2% | +135.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling