+59.1%
NVTS vs ADM
+8.2%
+50.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.1% | -5.1% | -5.1% |
| 7D | +21.6% | +0.7% | +20.9% | +21.6% |
| 30D | -8.5% | -14.7% | +6.2% | -7.7% |
| 3M | -31.4% | -10.4% | -20.9% | -31.0% |
| 6M | -50.3% | -10.9% | -39.4% | -50.0% |
| YTD | +33.9% | +26.0% | +7.9% | +32.3% |
| 1Y | +10.6% | +26.5% | -15.8% | +9.4% |
| All | +59.1% | +8.2% | +50.8% | +67.3% |
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