+195.8%
NXPI vs ADM
+158.6%
+37.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +0.7% | -0.1% | +0.7% | +0.7% |
| 30D | -6.6% | +11.0% | -17.6% | -11.5% |
| 3M | -25.4% | +6.0% | -31.4% | -27.9% |
| 6M | +11.9% | +26.9% | -15.0% | -1.4% |
| YTD | +4.0% | +50.0% | -46.0% | -15.8% |
| 1Y | +1.0% | +39.6% | -38.6% | -15.9% |
| 3Y | +16.3% | +18.5% | -2.2% | +1.3% |
| 5Y | +17.7% | +62.6% | -44.9% | -20.5% |
| 10Y | +195.8% | +162.4% | +33.4% | +45.7% |
| All | +195.8% | +158.6% | +37.2% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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