+1,798.0%
UMC vs ADM
+178.5%
+1,619.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | +11.4% | +3.0% | +8.4% | +10.6% |
| 30D | +16.8% | +8.7% | +8.1% | +14.4% |
| 3M | +19.1% | +7.6% | +11.5% | +16.8% |
| 6M | +137.4% | +26.9% | +110.6% | +123.2% |
| YTD | +186.4% | +54.3% | +132.1% | +156.2% |
| 1Y | +229.1% | +45.7% | +183.4% | +197.6% |
| 3Y | +257.9% | +21.9% | +236.0% | +232.7% |
| 5Y | +137.5% | +67.2% | +70.4% | +96.4% |
| All | +1,798.0% | +178.5% | +1,619.5% | +1,227.7% |
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