-19.9%
NOW vs ADM
+11.2%
-31.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.1% | +1.7% |
| 7D | +0.3% | +4.2% | -3.9% | +0.4% |
| 30D | -27.0% | -12.8% | -14.1% | -27.4% |
| 3M | -19.6% | -8.5% | -11.2% | -19.9% |
| 6M | +17.5% | -10.9% | +28.4% | +16.8% |
| YTD | -33.3% | +29.4% | -62.7% | -33.1% |
| 1Y | -39.8% | +27.5% | -67.4% | -39.7% |
| 3Y | -19.9% | +10.3% | -30.3% | -22.0% |
| All | -19.9% | +11.2% | -31.1% | -22.0% |
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