+1,906.3%
ADM vs SU
+60,758.6%
-58,852.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.1% |
| 7D | -0.1% | -1.0% | +0.9% | -0.1% |
| 30D | +11.0% | +13.7% | -2.7% | +11.0% |
| 3M | +6.0% | +8.0% | -2.0% | +6.0% |
| 6M | +26.9% | +21.0% | +5.9% | +26.9% |
| YTD | +50.0% | +56.2% | -6.2% | +49.9% |
| 1Y | +39.6% | +72.2% | -32.6% | +39.5% |
| 3Y | +18.5% | +118.1% | -99.6% | +18.4% |
| 5Y | +62.6% | +350.3% | -287.8% | +62.3% |
| 10Y | +162.4% | +248.5% | -86.1% | +162.0% |
| All | +1,906.3% | +60,758.6% | -58,852.3% | +1,836.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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