+1,575.9%
NRG vs ADM
+930.3%
+645.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | +9.3% | -0.1% | +9.3% | +9.3% |
| 30D | +1.3% | +11.0% | -9.7% | -3.5% |
| 3M | -6.0% | +6.0% | -12.0% | -9.2% |
| 6M | -22.0% | +26.9% | -48.9% | -31.0% |
| YTD | -24.1% | +50.0% | -74.1% | -37.8% |
| 1Y | -18.0% | +39.6% | -57.6% | -31.1% |
| 3Y | +220.0% | +18.5% | +201.5% | +175.2% |
| 5Y | +201.1% | +62.6% | +138.5% | +115.0% |
| 10Y | +1,085.1% | +162.4% | +922.7% | +540.7% |
| All | +1,575.9% | +930.3% | +645.6% | +301.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling