+1,980.5%
NOW vs ADM
+255.3%
+1,725.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -5.8% |
| 7D | -6.7% | -7.5% | +0.9% | -4.8% |
| 30D | -25.8% | -14.3% | -11.5% | -22.7% |
| 3M | -12.7% | -8.6% | -4.1% | -10.9% |
| 6M | +11.2% | -9.9% | +21.1% | +13.4% |
| YTD | -33.2% | +25.1% | -58.3% | -38.5% |
| 1Y | -41.8% | +28.8% | -70.7% | -47.1% |
| 3Y | -15.7% | +6.9% | -22.5% | -21.4% |
| 5Y | -26.0% | +25.9% | -51.9% | -37.1% |
| 10Y | +515.1% | +101.7% | +413.4% | +301.9% |
| All | +1,980.5% | +255.3% | +1,725.2% | +1,042.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling