+43.2%
NXPI vs ADM
+6.1%
+37.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | -4.4% | -9.0% | +4.7% | -2.3% |
| 30D | +5.6% | -14.0% | +19.5% | +9.1% |
| 3M | +7.6% | -9.2% | +16.8% | +9.5% |
| 6M | -17.6% | -9.2% | -8.4% | -16.1% |
| YTD | +15.9% | +24.2% | -8.3% | +8.7% |
| 1Y | +22.4% | +27.0% | -4.6% | +13.9% |
| 3Y | +43.2% | +6.6% | +36.6% | +35.0% |
| All | +43.2% | +6.1% | +37.1% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling