+171.1%
ADM vs NTRS
+259.9%
-88.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | +2.5% | +1.4% | +1.1% | +2.0% |
| 30D | +9.5% | -0.7% | +10.1% | +9.6% |
| 3M | +10.6% | +11.3% | -0.7% | +5.9% |
| 6M | +24.0% | +35.5% | -11.5% | +9.6% |
| YTD | +54.0% | +40.6% | +13.4% | +33.5% |
| 1Y | +45.3% | +49.2% | -3.9% | +22.6% |
| 3Y | +21.8% | +167.2% | -145.5% | -21.7% |
| 5Y | +66.8% | +94.9% | -28.2% | +18.9% |
| All | +171.1% | +259.9% | -88.9% | +48.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling