+63.1%
ADM vs NWSA
+40.6%
+22.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.7% | +0.2% |
| 7D | -0.1% | -2.6% | +2.6% | +0.4% |
| 30D | +11.0% | +4.6% | +6.5% | +10.1% |
| 3M | +6.0% | +10.2% | -4.2% | +3.8% |
| 6M | +26.9% | +21.6% | +5.3% | +21.7% |
| YTD | +50.0% | +14.6% | +35.4% | +45.4% |
| 1Y | +39.6% | +0.4% | +39.2% | +39.0% |
| 3Y | +18.5% | +45.0% | -26.4% | +8.0% |
| All | +63.1% | +40.6% | +22.6% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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