+45.7%
ADM vs NVD
-54.6%
+100.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.5% | -4.0% | +0.2% |
| 7D | +3.0% | +9.0% | -6.0% | +2.6% |
| 30D | +8.7% | -5.5% | +14.2% | +8.8% |
| 3M | +7.6% | -24.6% | +32.2% | +8.3% |
| 6M | +26.9% | -42.1% | +68.9% | +29.2% |
| YTD | +54.3% | -44.3% | +98.6% | +56.0% |
| 1Y | +45.7% | -54.2% | +99.8% | +52.3% |
| All | +45.7% | -54.6% | +100.2% | +52.3% |
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