+108.7%
USB vs ADM
+159.1%
-50.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.4% |
| 7D | +1.4% | +3.8% | -2.3% | -0.4% |
| 30D | -1.3% | +9.8% | -11.1% | -5.9% |
| 3M | +15.2% | +2.1% | +13.1% | +13.4% |
| 6M | +18.8% | +27.5% | -8.7% | +3.3% |
| YTD | +21.0% | +50.2% | -29.2% | -3.9% |
| 1Y | +34.0% | +40.6% | -6.6% | +9.3% |
| 3Y | +95.3% | +17.2% | +78.1% | +70.4% |
| 5Y | +40.4% | +61.9% | -21.5% | -8.0% |
| All | +108.7% | +159.1% | -50.4% | -6.1% |
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