+651.5%
ADI vs NEM
+319.0%
+332.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.5% | +4.3% | +4.8% |
| 7D | +4.6% | -1.0% | +5.6% | +4.8% |
| 30D | -1.2% | +7.8% | -9.0% | -2.6% |
| 3M | -7.8% | +30.2% | -38.0% | -12.4% |
| 6M | +19.3% | +9.6% | +9.7% | +16.5% |
| YTD | +40.9% | +27.8% | +13.1% | +33.6% |
| 1Y | +54.5% | +60.7% | -6.2% | +40.2% |
| 3Y | +123.4% | +245.3% | -121.9% | +74.8% |
| 5Y | +142.3% | +155.3% | -13.0% | +93.5% |
| All | +651.5% | +319.0% | +332.5% | +459.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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