-49.7%
NRG vs ADM
+29.8%
-79.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +0.3% | -13.9% | -13.5% |
| 7D | -13.7% | -8.3% | -5.4% | -14.2% |
| 30D | -13.6% | -14.1% | +0.5% | -14.4% |
| 3M | -28.5% | -10.7% | -17.8% | -29.1% |
| 6M | -45.8% | -5.9% | -39.9% | -46.5% |
| YTD | -46.9% | +25.8% | -72.7% | -48.7% |
| 1Y | -49.7% | +21.3% | -71.0% | -51.6% |
| All | -49.7% | +29.8% | -79.6% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 1y: compounded portfolio wealth divided by compounded ADM 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…
1y analysis · Full analysis span regression · 6 months rolling