+651.5%
ADI vs NSC
+332.1%
+319.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.8% | +5.4% |
| 7D | +4.6% | -2.8% | +7.4% | +6.3% |
| 30D | -1.2% | -4.5% | +3.3% | +1.4% |
| 3M | -7.8% | +3.5% | -11.4% | -10.4% |
| 6M | +19.3% | +8.5% | +10.8% | +12.6% |
| YTD | +40.9% | +12.3% | +28.6% | +30.0% |
| 1Y | +54.5% | +18.9% | +35.5% | +37.8% |
| 3Y | +123.4% | +74.1% | +49.3% | +55.4% |
| 5Y | +142.3% | +43.9% | +98.4% | +84.8% |
| All | +651.5% | +332.1% | +319.4% | +224.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling