+20.1%
ADM vs NXT
+171.8%
-151.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.6% | +6.0% | +2.5% |
| 7D | +1.4% | -0.2% | +1.6% | +1.4% |
| 30D | +8.2% | -20.0% | +28.2% | +9.0% |
| 3M | +8.7% | -30.9% | +39.6% | +9.9% |
| 6M | +29.1% | -23.8% | +52.9% | +29.5% |
| YTD | +53.7% | -5.4% | +59.1% | +52.4% |
| 1Y | +43.2% | +28.0% | +15.2% | +39.1% |
| 3Y | +21.4% | +93.3% | -71.9% | +12.4% |
| All | +20.1% | +171.8% | -151.7% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 10y: compounded portfolio wealth divided by compounded NXT 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…
10y analysis · Full analysis span regression · 6 months rolling