+1,457.9%
ADM vs NVMI
+1,995.1%
-537.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.5% | -0.2% |
| 7D | -0.1% | +11.7% | -11.7% | -0.8% |
| 30D | +11.0% | -4.0% | +15.1% | +11.2% |
| 3M | +6.0% | -25.8% | +31.8% | +7.6% |
| 6M | +26.9% | -8.3% | +35.2% | +26.6% |
| YTD | +50.0% | +14.8% | +35.2% | +47.2% |
| 1Y | +39.6% | +37.9% | +1.7% | +34.9% |
| 3Y | +18.5% | +216.3% | -197.7% | +6.4% |
| 5Y | +62.6% | +277.2% | -214.6% | +42.7% |
| 10Y | +162.4% | +3,074.3% | -2,911.9% | +100.7% |
| All | +1,457.9% | +1,995.1% | -537.1% | +990.5% |
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