+1,065.2%
NRG vs ADM
+177.9%
+887.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -4.7% | +2.5% | -7.2% | -5.5% |
| 30D | -6.0% | +9.5% | -15.4% | -8.9% |
| 3M | -8.0% | +10.6% | -18.6% | -11.5% |
| 6M | -23.2% | +24.0% | -47.2% | -29.5% |
| YTD | -28.1% | +54.0% | -82.0% | -38.9% |
| 1Y | -27.3% | +45.3% | -72.6% | -37.4% |
| 3Y | +208.7% | +21.8% | +186.9% | +176.2% |
| 5Y | +197.7% | +66.8% | +130.9% | +118.7% |
| All | +1,065.2% | +177.9% | +887.3% | +495.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling