-24.1%
NU vs ADM
+29.8%
-54.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +2.9% | +3.3% |
| 7D | +0.2% | -8.3% | +8.4% | -0.1% |
| 30D | -21.0% | -14.1% | -6.9% | -21.4% |
| 3M | -16.3% | -10.7% | -5.6% | -16.5% |
| 6M | -15.3% | -5.9% | -9.4% | -15.4% |
| YTD | -28.4% | +25.8% | -54.1% | -29.4% |
| 1Y | -24.1% | +21.3% | -45.4% | -25.1% |
| All | -24.1% | +29.8% | -54.0% | -25.1% |
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