+7,386.6%
NEE vs ADM
+1,630.9%
+5,755.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.8% |
| 7D | -2.1% | +4.2% | -6.3% | -3.0% |
| 30D | +8.6% | -12.8% | +21.5% | +12.0% |
| 3M | -0.3% | -8.5% | +8.2% | +1.5% |
| 6M | -8.9% | -10.9% | +2.0% | -7.0% |
| YTD | +8.3% | +29.4% | -21.1% | +1.3% |
| 1Y | +4.3% | +27.5% | -23.3% | -2.3% |
| 3Y | +70.7% | +10.3% | +60.4% | +62.3% |
| 5Y | +12.8% | +27.4% | -14.6% | +2.6% |
| 10Y | +287.2% | +134.6% | +152.7% | +201.3% |
| All | +7,386.6% | +1,630.9% | +5,755.7% | +3,685.3% |
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