+92.5%
USB vs ADM
+6.9%
+85.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -1.5% | -7.5% | +6.1% | -0.3% |
| 30D | +4.3% | -14.3% | +18.6% | +6.8% |
| 3M | -6.1% | -8.6% | +2.5% | -4.9% |
| 6M | +9.4% | -9.9% | +19.3% | +10.7% |
| YTD | +15.2% | +25.1% | -9.9% | +8.4% |
| 1Y | +32.8% | +28.8% | +3.9% | +23.9% |
| All | +92.5% | +6.9% | +85.6% | +86.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling