+243.6%
UMC vs ADM
+1,710.4%
-1,466.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.5% |
| 7D | +5.0% | +3.8% | +1.2% | +3.5% |
| 30D | +7.7% | +9.8% | -2.1% | +3.7% |
| 3M | +1.7% | +2.1% | -0.5% | +0.5% |
| 6M | +113.9% | +27.5% | +86.4% | +92.7% |
| YTD | +168.9% | +50.2% | +118.7% | +126.5% |
| 1Y | +207.2% | +40.6% | +166.6% | +163.9% |
| 3Y | +227.7% | +17.2% | +210.5% | +190.1% |
| 5Y | +118.0% | +61.9% | +56.2% | +63.6% |
| 10Y | +1,682.1% | +159.3% | +1,522.8% | +932.0% |
| All | +243.6% | +1,710.4% | -1,466.8% | +45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling