+40.6%
ADM vs NTRS
+47.2%
-6.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | +3.8% | +0.4% | +3.4% | +3.8% |
| 30D | +9.8% | +1.7% | +8.1% | +9.7% |
| 3M | +2.1% | +8.9% | -6.7% | +1.5% |
| 6M | +27.5% | +30.6% | -3.1% | +24.5% |
| YTD | +50.2% | +38.7% | +11.5% | +45.4% |
| 1Y | +40.6% | +48.1% | -7.5% | +35.8% |
| All | +40.6% | +47.2% | -6.6% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling