+521.8%
NOW vs ADM
+118.6%
+403.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +0.8% | +2.6% |
| 7D | -5.6% | +0.1% | -5.7% | -5.6% |
| 30D | -26.8% | -11.8% | -15.0% | -24.6% |
| 3M | -19.4% | -11.3% | -8.1% | -17.4% |
| 6M | +12.3% | -10.0% | +22.3% | +14.3% |
| YTD | -32.9% | +25.9% | -58.8% | -37.9% |
| 1Y | -40.3% | +26.7% | -67.0% | -44.9% |
| 3Y | -19.1% | +8.1% | -27.2% | -24.2% |
| 5Y | -24.4% | +23.5% | -47.9% | -34.9% |
| 10Y | +521.8% | +128.2% | +393.6% | +295.4% |
| All | +521.8% | +118.6% | +403.2% | +295.4% |
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