+6.8%
NOW vs ADM
+62.5%
-55.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.2% | -3.0% |
| 7D | -2.4% | +3.8% | -6.1% | -2.7% |
| 30D | +20.5% | +9.8% | +10.8% | +19.5% |
| 3M | +18.3% | +2.1% | +16.2% | +18.0% |
| 6M | +24.1% | +27.5% | -3.4% | +20.8% |
| YTD | -7.8% | +50.2% | -58.0% | -11.9% |
| 1Y | -21.4% | +40.6% | -62.0% | -24.4% |
| 3Y | +19.5% | +17.2% | +2.3% | +18.3% |
| All | +6.8% | +62.5% | -55.7% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling