+4.9%
ADM vs NSC
+77.8%
-72.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -1.8% | -3.4% | +1.6% | -1.0% |
| 30D | -13.3% | +3.6% | -16.9% | -14.0% |
| 3M | -13.4% | -1.4% | -12.0% | -13.2% |
| 6M | -9.6% | +6.0% | -15.6% | -11.3% |
| YTD | +23.0% | +15.5% | +7.5% | +17.6% |
| 1Y | +27.4% | +16.2% | +11.1% | +21.6% |
| All | +4.9% | +77.8% | -72.9% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling