+1,908.9%
ADM vs NI
+5,092.7%
-3,183.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +3.8% | +2.0% | +1.7% | +3.0% |
| 30D | +9.8% | -3.5% | +13.3% | +11.2% |
| 3M | +2.1% | -9.1% | +11.3% | +5.7% |
| 6M | +27.5% | -11.8% | +39.3% | +33.3% |
| YTD | +50.2% | +1.1% | +49.1% | +48.9% |
| 1Y | +40.6% | +6.7% | +33.9% | +36.2% |
| 3Y | +17.2% | +71.1% | -53.8% | -6.6% |
| 5Y | +61.9% | +94.3% | -32.4% | +22.0% |
| 10Y | +159.3% | +135.8% | +23.5% | +76.3% |
| All | +1,908.9% | +5,092.7% | -3,183.8% | +432.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling