+171.1%
ADM vs NYT
+489.9%
-318.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | +2.5% | -0.6% | +3.1% | +2.6% |
| 30D | +9.5% | +4.6% | +4.9% | +8.6% |
| 3M | +10.6% | -9.6% | +20.2% | +12.2% |
| 6M | +24.0% | -14.0% | +38.0% | +26.5% |
| YTD | +54.0% | -2.8% | +56.8% | +53.2% |
| 1Y | +45.3% | +15.6% | +29.7% | +39.8% |
| 3Y | +21.8% | +56.3% | -34.6% | +9.0% |
| 5Y | +66.8% | +39.5% | +27.3% | +49.7% |
| All | +171.1% | +489.9% | -318.9% | +123.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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