+145.3%
UMC vs ADM
+67.1%
+78.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.6% | +3.6% |
| 7D | +13.6% | +1.4% | +12.3% | +13.4% |
| 30D | +20.8% | +8.2% | +12.5% | +19.2% |
| 3M | +16.1% | +8.7% | +7.4% | +14.4% |
| 6M | +137.3% | +29.1% | +108.2% | +126.9% |
| YTD | +193.8% | +53.7% | +140.1% | +172.8% |
| 1Y | +236.1% | +43.2% | +192.9% | +215.3% |
| 3Y | +267.1% | +21.4% | +245.7% | +252.7% |
| 5Y | +145.3% | +67.1% | +78.2% | +129.3% |
| All | +145.3% | +67.1% | +78.1% | +129.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling