+21.3%
ADM vs NVD
-27.4%
+48.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.5% | -6.1% | +0.1% |
| 7D | -8.3% | +15.0% | -23.2% | -8.7% |
| 30D | -14.1% | +39.3% | -53.4% | -15.1% |
| 3M | -10.7% | +3.1% | -13.9% | -11.1% |
| 6M | -5.9% | -19.0% | +13.1% | -5.4% |
| YTD | +25.8% | -35.5% | +61.3% | +25.3% |
| 1Y | +21.3% | -30.2% | +51.5% | +18.2% |
| All | +21.3% | -27.4% | +48.6% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1y: compounded portfolio wealth divided by compounded NVD 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…
1y analysis · Full analysis span regression · 6 months rolling