+74.9%
USAR vs ADM
+19.6%
+55.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.5% |
| 7D | -2.1% | +3.8% | -5.9% | -2.1% |
| 30D | +2.6% | +9.8% | -7.1% | +2.5% |
| 3M | -35.0% | +2.1% | -37.1% | -34.9% |
| 6M | -6.9% | +27.5% | -34.4% | -7.3% |
| YTD | +48.0% | +50.2% | -2.2% | +47.8% |
| 1Y | +24.8% | +40.6% | -15.8% | +24.0% |
| 3Y | +73.2% | +17.2% | +56.0% | +80.6% |
| All | +74.9% | +19.6% | +55.3% | +82.4% |
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