-39.8%
NOW vs ADM
+29.6%
-69.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.1% | +1.9% |
| 7D | +0.3% | +4.2% | -3.9% | +0.8% |
| 30D | -27.0% | -12.8% | -14.1% | -28.6% |
| 3M | -19.6% | -8.5% | -11.2% | -20.8% |
| 6M | +17.5% | -10.9% | +28.4% | +14.6% |
| YTD | -33.3% | +29.4% | -62.7% | -27.9% |
| 1Y | -39.8% | +27.5% | -67.4% | -35.5% |
| All | -39.8% | +29.6% | -69.4% | -35.5% |
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