+20.7%
ADM vs NSC
+30.1%
-9.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | -1.8% | -3.4% | +1.6% | -0.8% |
| 30D | -13.3% | +3.6% | -16.9% | -14.3% |
| 3M | -13.4% | -1.4% | -12.0% | -13.2% |
| 6M | -9.6% | +6.0% | -15.6% | -11.8% |
| YTD | +23.0% | +15.5% | +7.5% | +16.1% |
| 1Y | +27.4% | +16.2% | +11.1% | +19.9% |
| 3Y | +5.7% | +76.9% | -71.3% | -17.4% |
| All | +20.7% | +30.1% | -9.4% | +0.8% |
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 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