+92.7%
USB vs ADM
+99.4%
-6.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.8% |
| 7D | -1.5% | -7.5% | +6.1% | +2.2% |
| 30D | +4.3% | -14.3% | +18.6% | +12.0% |
| 3M | -6.1% | -8.6% | +2.5% | -2.6% |
| 6M | +9.4% | -9.9% | +19.3% | +13.2% |
| YTD | +15.2% | +25.1% | -9.9% | -0.8% |
| 1Y | +32.8% | +28.8% | +3.9% | +12.2% |
| 3Y | +91.3% | +6.9% | +84.4% | +70.7% |
| 5Y | +22.7% | +25.9% | -3.2% | -8.5% |
| All | +92.7% | +99.4% | -6.7% | -6.4% |
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 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