+171.7%
ADM vs NI
+143.3%
+28.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.7% |
| 7D | +3.0% | -0.6% | +3.6% | +3.2% |
| 30D | +8.7% | -1.4% | +10.1% | +9.3% |
| 3M | +7.6% | -10.6% | +18.2% | +12.5% |
| 6M | +26.9% | -9.9% | +36.8% | +31.8% |
| YTD | +54.3% | +1.2% | +53.1% | +52.6% |
| 1Y | +45.7% | +4.4% | +41.2% | +41.9% |
| 3Y | +21.9% | +68.6% | -46.7% | -5.4% |
| 5Y | +67.2% | +98.0% | -30.9% | +20.0% |
| All | +171.7% | +143.3% | +28.3% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 10y: compounded portfolio wealth divided by compounded NI 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…
10y analysis · Full analysis span regression · 6 months rolling