+67.1%
ADM vs NI
+95.2%
-28.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +3.0% | +2.6% |
| 7D | +1.4% | +1.3% | +0.1% | +0.9% |
| 30D | +8.2% | -0.3% | +8.5% | +8.3% |
| 3M | +8.7% | -9.5% | +18.2% | +12.6% |
| 6M | +29.1% | -10.2% | +39.3% | +33.8% |
| YTD | +53.7% | +1.8% | +51.9% | +51.5% |
| 1Y | +43.2% | +5.7% | +37.6% | +38.9% |
| 3Y | +21.4% | +69.6% | -48.2% | -6.6% |
| 5Y | +67.1% | +95.8% | -28.7% | +18.8% |
| All | +67.1% | +95.2% | -28.1% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling