+1,244.1%
ADM vs NVMI
+1,665.9%
-421.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.0% | +5.7% | +2.9% |
| 7D | +4.2% | +1.5% | +2.7% | +4.1% |
| 30D | -12.8% | -4.1% | -8.8% | -12.7% |
| 3M | -8.5% | -22.8% | +14.3% | -7.2% |
| 6M | -10.9% | -36.9% | +26.0% | -9.0% |
| YTD | +29.4% | -3.2% | +32.6% | +28.1% |
| 1Y | +27.5% | +7.1% | +20.5% | +25.3% |
| 3Y | +10.3% | +181.5% | -171.2% | -0.4% |
| 5Y | +27.4% | +141.2% | -113.8% | +14.9% |
| 10Y | +134.6% | +2,463.4% | -2,328.8% | +81.4% |
| All | +1,244.1% | +1,665.9% | -421.8% | +848.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling