+21.3%
NEE vs ADM
+42.9%
-21.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -1.6% |
| 7D | -0.5% | +1.4% | -1.9% | -0.7% |
| 30D | -1.7% | +8.2% | -9.9% | -2.4% |
| 3M | -1.8% | +8.7% | -10.5% | -2.5% |
| 6M | -8.8% | +29.1% | -37.9% | -11.8% |
| YTD | +5.2% | +53.7% | -48.5% | -0.1% |
| 1Y | +21.3% | +43.2% | -21.9% | +16.1% |
| All | +21.3% | +42.9% | -21.5% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling