+21.8%
ADM vs NTRS
+168.2%
-146.4%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | +2.5% | +1.4% | +1.1% | +2.2% |
| 30D | +9.5% | -0.7% | +10.1% | +9.6% |
| 3M | +10.6% | +11.3% | -0.7% | +8.2% |
| 6M | +24.0% | +35.5% | -11.5% | +16.2% |
| YTD | +54.0% | +40.6% | +13.4% | +42.7% |
| 1Y | +45.3% | +49.2% | -3.9% | +32.7% |
| 3Y | +21.8% | +167.2% | -145.5% | -10.5% |
| All | +21.8% | +168.2% | -146.4% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling