+171.7%
ADM vs NSC
+336.2%
-164.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +3.0% | -1.4% | +4.4% | +3.6% |
| 30D | +8.7% | -3.4% | +12.1% | +10.1% |
| 3M | +7.6% | +5.1% | +2.5% | +5.1% |
| 6M | +26.9% | +9.2% | +17.7% | +21.3% |
| YTD | +54.3% | +13.4% | +40.9% | +44.9% |
| 1Y | +45.7% | +20.8% | +24.9% | +33.0% |
| 3Y | +21.9% | +76.1% | -54.2% | -8.7% |
| 5Y | +67.2% | +45.3% | +21.9% | +34.2% |
| All | +171.7% | +336.2% | -164.5% | +64.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling