+8,200.6%
USB vs ADM
+1,581.9%
+6,618.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +2.4% | -8.3% | +10.7% | +5.2% |
| 30D | +6.6% | -14.1% | +20.7% | +11.8% |
| 3M | -4.1% | -10.7% | +6.7% | -0.9% |
| 6M | +12.5% | -5.9% | +18.4% | +13.7% |
| YTD | +17.6% | +25.8% | -8.1% | +7.2% |
| 1Y | +36.5% | +21.3% | +15.2% | +25.6% |
| 3Y | +95.4% | +7.4% | +88.0% | +82.0% |
| 5Y | +26.1% | +27.0% | -0.9% | +9.9% |
| 10Y | +101.3% | +102.7% | -1.5% | +50.9% |
| All | +8,200.6% | +1,581.9% | +6,618.7% | +3,416.2% |
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