+1,954.9%
ADM vs NYT
+754.7%
+1,200.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.4% | +2.8% |
| 7D | +1.4% | -1.6% | +3.0% | +1.7% |
| 30D | +8.2% | +2.8% | +5.4% | +7.6% |
| 3M | +8.7% | -9.2% | +17.9% | +10.4% |
| 6M | +29.1% | -17.1% | +46.2% | +33.0% |
| YTD | +53.7% | -3.2% | +56.9% | +53.2% |
| 1Y | +43.2% | +15.7% | +27.5% | +37.5% |
| 3Y | +21.4% | +55.7% | -34.3% | +8.3% |
| 5Y | +67.1% | +39.4% | +27.7% | +49.1% |
| 10Y | +176.6% | +485.6% | -309.0% | +75.8% |
| All | +1,954.9% | +754.7% | +1,200.2% | +925.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling