-18.6%
NRG vs ADM
+40.7%
-59.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.3% | +6.1% | +6.4% |
| 7D | +7.1% | +3.8% | +3.3% | +7.4% |
| 30D | -1.4% | +9.8% | -11.2% | -0.9% |
| 3M | -10.5% | +2.1% | -12.6% | -9.8% |
| 6M | -26.7% | +27.5% | -54.2% | -27.6% |
| YTD | -24.5% | +50.2% | -74.7% | -24.2% |
| 1Y | -18.6% | +40.6% | -59.2% | -19.1% |
| All | -18.6% | +40.7% | -59.3% | -19.1% |
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