+1,630.9%
ADM vs NI
+5,716.3%
-4,085.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.5% |
| 7D | +4.2% | +4.3% | -0.1% | +2.5% |
| 30D | -12.8% | +12.4% | -25.2% | -16.7% |
| 3M | -8.5% | +10.2% | -18.6% | -11.9% |
| 6M | -10.9% | -0.8% | -10.1% | -11.0% |
| YTD | +29.4% | +13.2% | +16.2% | +22.7% |
| 1Y | +27.5% | +10.1% | +17.5% | +22.2% |
| 3Y | +10.3% | +103.1% | -92.8% | -17.6% |
| 5Y | +27.4% | +115.5% | -88.2% | -7.8% |
| 10Y | +134.6% | +195.5% | -60.9% | +46.8% |
| All | +1,630.9% | +5,716.3% | -4,085.4% | +339.1% |
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