+1,561.7%
ADM vs SUI
+4,037.5%
-2,475.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +3.8% | -2.8% | +6.6% | +4.7% |
| 30D | +9.8% | -1.2% | +10.9% | +10.1% |
| 3M | +2.1% | -1.7% | +3.9% | +2.4% |
| 6M | +27.5% | -10.5% | +38.0% | +31.5% |
| YTD | +50.2% | -1.8% | +52.0% | +50.2% |
| 1Y | +40.6% | -4.1% | +44.7% | +41.4% |
| 3Y | +17.2% | +11.3% | +6.0% | +10.8% |
| 5Y | +61.9% | -32.1% | +94.0% | +76.1% |
| 10Y | +159.3% | +110.4% | +48.8% | +88.8% |
| All | +1,561.7% | +4,037.5% | -2,475.8% | +514.2% |
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 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