+205.1%
NXPI vs ADM
+113.6%
+91.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.4% |
| 7D | -0.5% | -1.8% | +1.4% | +0.4% |
| 30D | +15.0% | -13.3% | +28.2% | +22.5% |
| 3M | +12.6% | -13.4% | +25.9% | +19.6% |
| 6M | -10.6% | -9.6% | -1.0% | -7.4% |
| YTD | +22.1% | +23.0% | -0.9% | +7.5% |
| 1Y | +29.8% | +27.4% | +2.4% | +11.8% |
| 3Y | +47.8% | +5.7% | +42.1% | +33.6% |
| 5Y | +33.9% | +22.1% | +11.8% | +4.0% |
| All | +205.1% | +113.6% | +91.5% | +61.8% |
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