+103.3%
NU vs ADM
+20.9%
+82.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.6% | -2.2% |
| 7D | -2.6% | +1.4% | -4.0% | -2.6% |
| 30D | +8.2% | +8.2% | 0.0% | +8.0% |
| 3M | +26.3% | +8.7% | +17.6% | +26.0% |
| 6M | +2.2% | +29.1% | -26.8% | +1.0% |
| YTD | -10.4% | +53.7% | -64.0% | -12.5% |
| 1Y | -3.0% | +43.2% | -46.2% | -4.9% |
| All | +103.3% | +20.9% | +82.3% | +114.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling