+140.4%
ADM vs NVT
+699.2%
-558.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.4% |
| 7D | +3.8% | +5.1% | -1.3% | +2.4% |
| 30D | +9.8% | -3.7% | +13.5% | +10.4% |
| 3M | +2.1% | -10.1% | +12.3% | +3.8% |
| 6M | +27.5% | +37.5% | -10.0% | +14.4% |
| YTD | +50.2% | +53.7% | -3.5% | +30.1% |
| 1Y | +40.6% | +70.9% | -30.3% | +16.7% |
| 3Y | +17.2% | +180.4% | -163.2% | -22.7% |
| 5Y | +61.9% | +393.5% | -331.6% | -16.8% |
| All | +140.4% | +699.2% | -558.9% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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