+6.6%
ADM vs NXT
+181.6%
-175.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.3% | -6.1% | -0.8% |
| 7D | -9.0% | +32.2% | -41.3% | -9.6% |
| 30D | -14.0% | +21.9% | -35.9% | -14.4% |
| 3M | -9.2% | +6.6% | -15.7% | -9.4% |
| 6M | -9.2% | -16.8% | +7.6% | -9.0% |
| YTD | +24.2% | +20.4% | +3.8% | +22.6% |
| 1Y | +27.0% | -1.5% | +28.5% | +26.0% |
| 3Y | +6.6% | +182.4% | -175.8% | -2.6% |
| All | +6.6% | +181.6% | -175.0% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling