+171.1%
ADM vs NVMI
+3,158.6%
-2,987.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.4% |
| 7D | +2.5% | -0.1% | +2.6% | +2.5% |
| 30D | +9.5% | -8.4% | +17.9% | +10.4% |
| 3M | +10.6% | -33.6% | +44.2% | +15.3% |
| 6M | +24.0% | -14.7% | +38.7% | +24.2% |
| YTD | +54.0% | +13.2% | +40.7% | +47.8% |
| 1Y | +45.3% | +29.0% | +16.3% | +36.1% |
| 3Y | +21.8% | +215.0% | -193.2% | -6.9% |
| 5Y | +66.8% | +268.6% | -201.8% | +18.7% |
| All | +171.1% | +3,158.6% | -2,987.6% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 10y: compounded portfolio wealth divided by compounded NVMI 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…
10y analysis · Full analysis span regression · 6 months rolling