-21.5%
NOW vs ADM
+6.0%
-27.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -3.1% |
| 7D | -8.7% | -1.8% | -6.9% | -8.8% |
| 30D | -29.3% | -13.3% | -16.0% | -29.7% |
| 3M | -21.8% | -13.4% | -8.5% | -22.3% |
| 6M | +9.2% | -9.6% | +18.9% | +8.7% |
| YTD | -35.0% | +23.0% | -58.0% | -34.9% |
| 1Y | -42.5% | +27.4% | -69.9% | -42.5% |
| 3Y | -21.5% | +5.7% | -27.2% | -23.9% |
| All | -21.5% | +6.0% | -27.5% | -23.9% |
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