-10.9%
ADM vs NVD
+51.8%
-62.7%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.9% | -1.2% | +2.7% |
| 7D | +4.2% | +28.6% | -24.4% | +3.7% |
| 30D | -12.8% | +73.6% | -86.5% | -13.7% |
| 3M | -8.5% | +70.1% | -78.5% | -9.4% |
| 6M | -10.9% | +53.6% | -64.5% | -12.1% |
| All | -10.9% | +51.8% | -62.7% | -12.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling