+1,284.0%
ADM vs SUI
+4,171.7%
-2,887.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | -7.5% | +8.8% | -16.3% | -10.0% |
| 30D | -14.3% | +8.9% | -23.2% | -16.7% |
| 3M | -8.6% | +2.0% | -10.6% | -9.4% |
| 6M | -9.9% | -0.6% | -9.2% | -10.2% |
| YTD | +25.1% | +1.3% | +23.8% | +23.6% |
| 1Y | +28.8% | +1.3% | +27.6% | +27.3% |
| 3Y | +6.9% | +16.3% | -9.4% | -0.5% |
| 5Y | +25.9% | -25.1% | +50.9% | +32.4% |
| 10Y | +101.7% | +121.1% | -19.4% | +44.5% |
| All | +1,284.0% | +4,171.7% | -2,887.7% | +405.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling