-40.3%
NOW vs ADM
+29.5%
-69.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +0.8% | +3.5% |
| 7D | -5.6% | +0.1% | -5.7% | -5.6% |
| 30D | -26.8% | -11.8% | -15.0% | -28.2% |
| 3M | -19.4% | -11.3% | -8.1% | -20.9% |
| 6M | +12.3% | -10.0% | +22.3% | +9.9% |
| YTD | -32.9% | +25.9% | -58.8% | -27.6% |
| 1Y | -40.3% | +26.7% | -67.0% | -35.7% |
| All | -40.3% | +29.5% | -69.8% | -35.7% |
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 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