+48.4%
NU vs ADM
+51.7%
-3.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | +6.0% | -0.1% | +6.1% | +6.0% |
| 30D | +10.8% | +11.0% | -0.3% | +8.9% |
| 3M | +32.2% | +6.0% | +26.2% | +30.7% |
| 6M | +5.1% | +26.9% | -21.8% | +0.2% |
| YTD | -8.4% | +50.0% | -58.4% | -15.6% |
| 1Y | +0.7% | +39.6% | -38.9% | -6.1% |
| 3Y | +125.1% | +18.5% | +106.6% | +120.8% |
| All | +48.4% | +51.7% | -3.3% | +45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling