+21.5%
ADM vs NI
+70.0%
-48.5%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +3.0% | +2.6% |
| 7D | +1.4% | +1.3% | +0.1% | +1.0% |
| 30D | +8.2% | -0.3% | +8.5% | +8.3% |
| 3M | +8.7% | -9.5% | +18.2% | +11.4% |
| 6M | +29.1% | -10.2% | +39.3% | +32.4% |
| YTD | +53.7% | +1.8% | +51.9% | +52.1% |
| 1Y | +43.2% | +5.7% | +37.6% | +40.3% |
| All | +21.5% | +70.0% | -48.5% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling