+2,672.5%
NVDL vs ADM
+0.6%
+2,671.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | +7.3% | -0.1% | +7.4% | +7.3% |
| 30D | -0.7% | +11.0% | -11.7% | +0.5% |
| 3M | +9.5% | +6.0% | +3.5% | +10.5% |
| 6M | +41.6% | +26.9% | +14.7% | +45.9% |
| YTD | +23.3% | +50.0% | -26.7% | +29.5% |
| 1Y | +40.3% | +39.6% | +0.7% | +47.1% |
| 3Y | +692.2% | +18.5% | +673.6% | +767.8% |
| All | +2,672.5% | +0.6% | +2,671.9% | +3,177.3% |
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