-7.8%
NVTS vs ADM
+50.3%
-58.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.0% | +6.2% |
| 7D | +2.7% | +3.8% | -1.1% | +1.8% |
| 30D | -4.5% | +9.8% | -14.2% | -6.7% |
| 3M | -61.5% | +2.1% | -63.7% | -61.8% |
| 6M | +28.0% | +27.5% | +0.5% | +20.6% |
| YTD | +65.3% | +50.2% | +15.1% | +50.2% |
| 1Y | +113.0% | +40.6% | +72.4% | +96.2% |
| 3Y | +34.7% | +17.2% | +17.5% | +33.7% |
| All | -7.8% | +50.3% | -58.1% | -9.9% |
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