+1,272.7%
UMC vs ADM
+133.7%
+1,139.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.7% | -5.0% | -2.9% |
| 7D | +11.2% | +4.2% | +7.0% | +10.1% |
| 30D | -28.0% | -12.8% | -15.2% | -25.8% |
| 3M | -20.5% | -8.5% | -12.1% | -19.1% |
| 6M | -1.6% | -10.9% | +9.3% | +0.6% |
| YTD | +99.4% | +29.4% | +70.0% | +85.4% |
| 1Y | +120.4% | +27.5% | +92.9% | +105.4% |
| 3Y | +134.2% | +10.3% | +123.9% | +121.1% |
| 5Y | +78.8% | +27.4% | +51.5% | +58.6% |
| All | +1,272.7% | +133.7% | +1,139.0% | +898.3% |
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