+1,747.1%
NXPI vs ADM
+332.6%
+1,414.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | +1.9% | +3.8% | -1.9% | -0.3% |
| 30D | -1.4% | +9.8% | -11.2% | -6.9% |
| 3M | -29.1% | +2.1% | -31.2% | -30.3% |
| 6M | +6.2% | +27.5% | -21.3% | -8.6% |
| YTD | +5.9% | +50.2% | -44.3% | -17.3% |
| 1Y | +2.9% | +40.6% | -37.7% | -17.3% |
| 3Y | +14.5% | +17.2% | -2.7% | -2.8% |
| 5Y | +17.1% | +61.9% | -44.8% | -23.7% |
| 10Y | +193.4% | +159.3% | +34.1% | +32.4% |
| All | +1,747.1% | +332.6% | +1,414.5% | +377.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling