+25.4%
ADM vs NVMI
+140.3%
-114.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.0% | +5.7% | +2.8% |
| 7D | +4.2% | +1.5% | +2.7% | +4.1% |
| 30D | -12.8% | -4.1% | -8.8% | -12.8% |
| 3M | -8.5% | -22.8% | +14.3% | -7.6% |
| 6M | -10.9% | -36.9% | +26.0% | -9.5% |
| YTD | +29.4% | -3.2% | +32.6% | +27.6% |
| 1Y | +27.5% | +7.1% | +20.5% | +24.9% |
| 3Y | +10.3% | +181.5% | -171.2% | -5.3% |
| All | +25.4% | +140.3% | -114.9% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling