+62.6%
ADM vs NSC
+46.6%
+15.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | 0.0% |
| 7D | -0.1% | -1.5% | +1.5% | +0.4% |
| 30D | +11.0% | -1.9% | +13.0% | +11.6% |
| 3M | +6.0% | +6.2% | -0.2% | +3.6% |
| 6M | +26.9% | +9.2% | +17.7% | +22.4% |
| YTD | +50.0% | +15.0% | +35.0% | +41.9% |
| 1Y | +39.6% | +21.1% | +18.5% | +29.5% |
| 3Y | +18.5% | +78.6% | -60.1% | -8.0% |
| 5Y | +62.6% | +45.9% | +16.7% | +30.2% |
| All | +62.6% | +46.6% | +15.9% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling