-15.2%
NU vs ADM
+29.6%
-44.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.7% | +9.0% | +11.6% |
| 7D | +9.9% | +4.2% | +5.7% | +9.8% |
| 30D | -11.5% | -12.8% | +1.4% | -11.8% |
| 3M | -5.1% | -8.5% | +3.4% | -5.2% |
| 6M | +3.1% | -10.9% | +14.0% | +3.0% |
| YTD | -21.0% | +29.4% | -50.4% | -25.4% |
| 1Y | -15.2% | +27.5% | -42.7% | -19.4% |
| All | -15.2% | +29.6% | -44.8% | -19.4% |
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 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