+18.5%
ADM vs NVD
-99.2%
+117.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.6% | +2.4% |
| 7D | +1.4% | +0.5% | +0.8% | +1.4% |
| 30D | +8.2% | -9.3% | +17.5% | +8.3% |
| 3M | +8.7% | -22.1% | +30.8% | +9.0% |
| 6M | +29.1% | -45.8% | +74.9% | +30.1% |
| YTD | +53.7% | -46.7% | +100.4% | +54.7% |
| 1Y | +43.2% | -59.5% | +102.7% | +44.7% |
| 3Y | +21.4% | -99.2% | +120.6% | +29.8% |
| All | +18.5% | -99.2% | +117.6% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling