+188.8%
NRG vs ADM
+65.6%
+123.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.3% |
| 7D | -0.2% | +3.0% | -3.2% | -0.7% |
| 30D | -6.8% | +8.7% | -15.5% | -8.1% |
| 3M | -7.1% | +7.6% | -14.7% | -8.5% |
| 6M | -27.6% | +26.9% | -54.4% | -31.1% |
| YTD | -29.2% | +54.3% | -83.5% | -35.1% |
| 1Y | -29.9% | +45.7% | -75.5% | -35.2% |
| 3Y | +198.7% | +21.9% | +176.7% | +185.7% |
| All | +188.8% | +65.6% | +123.2% | +143.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling