-52.9%
NVO vs ADM
+21.2%
-74.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -7.6% | +2.5% | -10.1% | -7.7% |
| 30D | -6.0% | +9.5% | -15.4% | -6.6% |
| 3M | -0.8% | +10.6% | -11.4% | -1.6% |
| 6M | +16.5% | +24.0% | -7.6% | +14.2% |
| YTD | -11.1% | +54.0% | -65.1% | -14.6% |
| 1Y | -16.7% | +45.3% | -62.0% | -19.7% |
| 3Y | -52.9% | +21.8% | -74.7% | -56.3% |
| All | -52.9% | +21.2% | -74.1% | -56.3% |
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 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