+2,494.8%
NVDL vs ADM
+3.5%
+2,491.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.4% | -5.1% | -4.7% |
| 7D | -8.7% | +3.0% | -11.7% | -8.4% |
| 30D | -1.3% | +8.7% | -10.0% | -0.3% |
| 3M | +11.4% | +7.6% | +3.8% | +12.6% |
| 6M | +22.9% | +26.9% | -4.0% | +26.6% |
| YTD | +15.4% | +54.3% | -38.9% | +21.6% |
| 1Y | +18.8% | +45.7% | -26.9% | +25.0% |
| 3Y | +641.4% | +21.9% | +619.5% | +714.8% |
| All | +2,494.8% | +3.5% | +2,491.3% | +2,976.8% |
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