+128.2%
ADM vs NOC
+163.6%
-35.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.2% |
| 7D | +0.1% | +4.9% | -4.8% | -1.5% |
| 30D | -11.8% | +13.6% | -25.4% | -15.7% |
| 3M | -11.3% | -3.9% | -7.4% | -10.5% |
| 6M | -10.0% | +1.4% | -11.4% | -11.3% |
| YTD | +25.9% | -2.2% | +28.1% | +24.5% |
| 1Y | +26.7% | -1.2% | +27.9% | +24.7% |
| 3Y | +8.1% | +25.0% | -16.9% | -4.5% |
| 5Y | +23.5% | +66.0% | -42.5% | -4.4% |
| 10Y | +128.2% | +161.4% | -33.2% | +59.6% |
| All | +128.2% | +163.6% | -35.4% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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