+15.8%
ADM vs NVD
-99.2%
+115.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.6% | +0.3% |
| 7D | +3.8% | -11.1% | +14.9% | +4.0% |
| 30D | +9.8% | -13.3% | +23.0% | +10.0% |
| 3M | +2.1% | -19.8% | +22.0% | +2.3% |
| 6M | +27.5% | -48.8% | +76.3% | +28.7% |
| YTD | +50.2% | -49.7% | +99.9% | +51.4% |
| 1Y | +40.6% | -61.4% | +102.0% | +42.1% |
| 3Y | +17.2% | -99.1% | +116.4% | +26.0% |
| All | +15.8% | -99.2% | +115.0% | +23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling