+170.5%
ADM vs NSC
+336.2%
-165.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +3.0% |
| 7D | +1.4% | -2.0% | +3.4% | +2.2% |
| 30D | +8.2% | -3.2% | +11.4% | +9.5% |
| 3M | +8.7% | +3.9% | +4.8% | +6.6% |
| 6M | +29.1% | +7.8% | +21.3% | +24.1% |
| YTD | +53.7% | +13.4% | +40.2% | +44.3% |
| 1Y | +43.2% | +20.3% | +22.9% | +31.0% |
| 3Y | +21.4% | +76.1% | -54.7% | -9.1% |
| 5Y | +67.1% | +45.0% | +22.1% | +34.3% |
| All | +170.5% | +336.2% | -165.6% | +63.8% |
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