+1,963.5%
ADM vs NTRS
+7,716.8%
-5,753.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -0.9% | 0.0% |
| 7D | +3.0% | +0.3% | +2.7% | +2.9% |
| 30D | +8.7% | +0.2% | +8.5% | +8.5% |
| 3M | +7.6% | +13.2% | -5.6% | +3.1% |
| 6M | +26.9% | +36.9% | -10.1% | +14.0% |
| YTD | +54.3% | +39.1% | +15.2% | +37.4% |
| 1Y | +45.7% | +50.4% | -4.8% | +26.1% |
| 3Y | +21.9% | +166.8% | -144.9% | -14.3% |
| 5Y | +67.2% | +92.9% | -25.7% | +27.5% |
| 10Y | +177.7% | +255.7% | -77.9% | +69.6% |
| All | +1,963.5% | +7,716.8% | -5,753.3% | +521.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling