+64.2%
ADM vs SUI
-32.0%
+96.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +3.8% | -2.8% | +6.6% | +4.5% |
| 30D | +9.8% | -1.2% | +10.9% | +10.0% |
| 3M | +2.1% | -1.7% | +3.9% | +2.4% |
| 6M | +27.5% | -10.5% | +38.0% | +30.8% |
| YTD | +50.2% | -1.8% | +52.0% | +50.1% |
| 1Y | +40.6% | -4.1% | +44.7% | +41.3% |
| 3Y | +17.2% | +11.3% | +6.0% | +12.1% |
| All | +64.2% | -32.0% | +96.2% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 5y: compounded portfolio wealth divided by compounded SUI 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…
5y analysis · Full analysis span regression · 6 months rolling