+1,630.9%
ADM vs NSC
+5,741.3%
-4,110.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +3.3% |
| 7D | +4.2% | +2.5% | +1.7% | +3.3% |
| 30D | -12.8% | +1.7% | -14.5% | -13.5% |
| 3M | -8.5% | -2.6% | -5.9% | -7.8% |
| 6M | -10.9% | +6.4% | -17.3% | -13.3% |
| YTD | +29.4% | +15.5% | +13.9% | +21.9% |
| 1Y | +27.5% | +17.6% | +9.9% | +19.3% |
| 3Y | +10.3% | +75.0% | -64.6% | -12.2% |
| 5Y | +27.4% | +32.2% | -4.8% | +10.7% |
| 10Y | +134.6% | +296.6% | -162.0% | +35.5% |
| All | +1,630.9% | +5,741.3% | -4,110.4% | +228.0% |
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