+43.2%
ADM vs NXT
+18.1%
+25.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.6% | +6.0% | +2.4% |
| 7D | +1.4% | -0.2% | +1.6% | +1.4% |
| 30D | +8.2% | -20.0% | +28.2% | +7.9% |
| 3M | +8.7% | -30.9% | +39.6% | +8.2% |
| 6M | +29.1% | -23.8% | +52.9% | +29.2% |
| YTD | +53.7% | -5.4% | +59.1% | +55.7% |
| 1Y | +43.2% | +28.0% | +15.2% | +57.5% |
| All | +43.2% | +18.1% | +25.1% | +57.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling