+6.6%
ADM vs NDAQ
+122.6%
-116.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -9.0% | +0.8% | -9.9% | -9.1% |
| 30D | -14.0% | +16.5% | -30.5% | -15.2% |
| 3M | -9.2% | +13.5% | -22.7% | -10.3% |
| 6M | -9.2% | +20.9% | -30.1% | -10.9% |
| YTD | +24.2% | +11.4% | +12.8% | +23.5% |
| 1Y | +27.0% | +25.9% | +1.0% | +23.2% |
| 3Y | +6.6% | +119.9% | -113.2% | -12.1% |
| All | +6.6% | +122.6% | -116.0% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 3y: compounded portfolio wealth divided by compounded NDAQ 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…
3y analysis · Full analysis span regression · 6 months rolling