+1,908.9%
ADM vs NOC
+16,458.4%
-14,549.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +1.0% |
| 7D | +3.8% | -5.2% | +8.9% | +5.3% |
| 30D | +9.8% | -7.2% | +17.0% | +12.0% |
| 3M | +2.1% | -5.1% | +7.2% | +3.3% |
| 6M | +27.5% | -31.1% | +58.6% | +40.9% |
| YTD | +50.2% | -8.6% | +58.8% | +52.4% |
| 1Y | +40.6% | -9.7% | +50.3% | +43.0% |
| 3Y | +17.2% | +24.3% | -7.0% | +7.1% |
| 5Y | +61.9% | +52.6% | +9.3% | +38.0% |
| 10Y | +159.3% | +183.6% | -24.3% | +82.6% |
| All | +1,908.9% | +16,458.4% | -14,549.5% | +521.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling