+1,908.9%
ADM vs NSC
+5,745.4%
-3,836.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +3.8% | -5.5% | +9.3% | +5.8% |
| 30D | +9.8% | -3.2% | +13.0% | +10.9% |
| 3M | +2.1% | +7.7% | -5.5% | -0.8% |
| 6M | +27.5% | +4.5% | +23.0% | +24.7% |
| YTD | +50.2% | +15.6% | +34.6% | +41.6% |
| 1Y | +40.6% | +19.8% | +20.8% | +30.7% |
| 3Y | +17.2% | +70.1% | -52.9% | -5.9% |
| 5Y | +61.9% | +46.1% | +15.8% | +35.8% |
| 10Y | +159.3% | +328.1% | -168.8% | +45.9% |
| All | +1,908.9% | +5,745.4% | -3,836.5% | +281.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling