+7,238.0%
NEE vs ADM
+1,908.9%
+5,329.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +1.9% | +3.8% | -1.8% | +1.1% |
| 30D | -2.2% | +9.8% | -11.9% | -4.3% |
| 3M | -1.2% | +2.1% | -3.3% | -1.9% |
| 6M | -8.6% | +27.5% | -36.1% | -13.9% |
| YTD | +6.2% | +50.2% | -44.0% | -3.8% |
| 1Y | +21.1% | +40.6% | -19.5% | +11.0% |
| 3Y | +36.4% | +17.2% | +19.2% | +28.1% |
| 5Y | +11.4% | +61.9% | -50.5% | -4.1% |
| 10Y | +250.0% | +159.3% | +90.7% | +166.1% |
| All | +7,238.0% | +1,908.9% | +5,329.1% | +3,492.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling