-16.3%
NOW vs ADM
+6.1%
-22.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | -3.0% | -9.0% | +6.0% | -3.3% |
| 30D | -26.0% | -14.0% | -12.1% | -26.5% |
| 3M | -13.1% | -9.2% | -4.0% | -13.5% |
| 6M | +14.5% | -9.2% | +23.7% | +13.9% |
| YTD | -33.4% | +24.2% | -57.7% | -33.3% |
| 1Y | -40.6% | +27.0% | -67.6% | -40.6% |
| 3Y | -16.3% | +6.6% | -22.9% | -18.5% |
| All | -16.3% | +6.1% | -22.4% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling