+263.0%
UMC vs ADM
+20.9%
+242.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.6% | +3.8% |
| 7D | +13.6% | +1.4% | +12.3% | +13.5% |
| 30D | +20.8% | +8.2% | +12.5% | +19.9% |
| 3M | +16.1% | +8.7% | +7.4% | +15.2% |
| 6M | +137.3% | +29.1% | +108.2% | +132.2% |
| YTD | +193.8% | +53.7% | +140.1% | +184.1% |
| 1Y | +236.1% | +43.2% | +192.9% | +226.8% |
| All | +263.0% | +20.9% | +242.0% | +257.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling