+28.0%
NU vs ADM
+30.9%
-2.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.7% | +9.0% | +11.3% |
| 7D | +9.9% | +4.2% | +5.7% | +9.2% |
| 30D | -11.5% | -12.8% | +1.4% | -9.5% |
| 3M | -5.1% | -8.5% | +3.4% | -3.9% |
| 6M | +3.1% | -10.9% | +14.0% | +4.7% |
| YTD | -21.0% | +29.4% | -50.4% | -25.6% |
| 1Y | -15.2% | +27.5% | -42.7% | -19.9% |
| 3Y | +56.4% | +10.3% | +46.1% | +52.3% |
| All | +28.0% | +30.9% | -2.9% | +28.1% |
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