+62.6%
ADM vs NDAQ
+55.5%
+7.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.2% |
| 7D | -0.1% | -2.6% | +2.5% | +0.4% |
| 30D | +11.0% | +0.5% | +10.6% | +10.9% |
| 3M | +6.0% | +9.9% | -3.9% | +4.0% |
| 6M | +26.9% | +8.2% | +18.7% | +24.6% |
| YTD | +50.0% | -1.5% | +51.5% | +50.0% |
| 1Y | +39.6% | +1.3% | +38.3% | +38.6% |
| 3Y | +18.5% | +92.6% | -74.1% | -0.6% |
| 5Y | +62.6% | +53.8% | +8.7% | +39.0% |
| All | +62.6% | +55.5% | +7.1% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling