+285.0%
NEE vs ADM
+127.5%
+157.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -3.4% | +0.7% | -4.1% | -3.6% |
| 30D | +9.0% | -14.7% | +23.7% | +14.3% |
| 3M | +0.2% | -10.4% | +10.6% | +3.2% |
| 6M | -8.5% | -10.9% | +2.5% | -5.9% |
| YTD | +8.6% | +26.0% | -17.4% | -0.5% |
| 1Y | +2.2% | +26.5% | -24.3% | -6.6% |
| 3Y | +69.1% | +8.2% | +60.9% | +57.9% |
| 5Y | +13.0% | +24.0% | -11.0% | -2.9% |
| All | +285.0% | +127.5% | +157.4% | +146.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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