+67.2%
ADM vs NTR
+45.0%
+22.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +1.3% |
| 7D | +3.0% | -2.5% | +5.5% | +3.9% |
| 30D | +8.7% | +17.0% | -8.3% | +2.4% |
| 3M | +7.6% | +22.2% | -14.6% | -0.3% |
| 6M | +26.9% | +5.2% | +21.7% | +23.7% |
| YTD | +54.3% | +29.7% | +24.6% | +39.1% |
| 1Y | +45.7% | +39.4% | +6.3% | +27.2% |
| 3Y | +21.9% | +38.2% | -16.3% | +4.8% |
| 5Y | +67.2% | +47.6% | +19.5% | +34.0% |
| All | +67.2% | +45.0% | +22.2% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 5y: compounded portfolio wealth divided by compounded NTR 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…
5y analysis · Full analysis span regression · 6 months rolling