+45.2%
NU vs ADM
+55.4%
-10.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.6% | -2.5% |
| 7D | -2.6% | +1.4% | -4.0% | -2.8% |
| 30D | +8.2% | +8.2% | 0.0% | +6.8% |
| 3M | +26.3% | +8.7% | +17.6% | +24.3% |
| 6M | +2.2% | +29.1% | -26.8% | -2.8% |
| YTD | -10.4% | +53.7% | -64.0% | -17.8% |
| 1Y | -3.0% | +43.2% | -46.2% | -9.9% |
| 3Y | +120.3% | +21.4% | +98.9% | +115.2% |
| All | +45.2% | +55.4% | -10.2% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling