+171.7%
ADM vs NOC
+192.5%
-20.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.2% |
| 7D | +3.0% | -1.8% | +4.8% | +3.6% |
| 30D | +8.7% | -9.4% | +18.1% | +12.2% |
| 3M | +7.6% | -3.8% | +11.4% | +8.6% |
| 6M | +26.9% | -28.8% | +55.6% | +41.6% |
| YTD | +54.3% | -7.9% | +62.2% | +56.1% |
| 1Y | +45.7% | -9.0% | +54.7% | +47.8% |
| 3Y | +21.9% | +29.1% | -7.1% | +6.1% |
| 5Y | +67.2% | +58.9% | +8.2% | +32.0% |
| All | +171.7% | +192.5% | -20.8% | +89.9% |
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