+1,081.8%
ADM vs NDAQ
+2,327.9%
-1,246.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.1% | +0.8% |
| 7D | +3.8% | -2.4% | +6.2% | +4.4% |
| 30D | +9.8% | +2.5% | +7.3% | +9.0% |
| 3M | +2.1% | +9.9% | -7.8% | -0.9% |
| 6M | +27.5% | +9.4% | +18.1% | +23.5% |
| YTD | +50.2% | +0.4% | +49.8% | +48.3% |
| 1Y | +40.6% | +4.0% | +36.6% | +37.2% |
| 3Y | +17.2% | +94.4% | -77.2% | -4.8% |
| 5Y | +61.9% | +56.7% | +5.2% | +37.5% |
| 10Y | +159.3% | +375.3% | -216.0% | +61.8% |
| All | +1,081.8% | +2,327.9% | -1,246.1% | +432.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling