+131.1%
ADI vs NEM
+153.1%
-22.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.7% |
| 7D | +1.3% | -3.3% | +4.6% | +2.0% |
| 30D | -6.0% | +7.8% | -13.8% | -7.5% |
| 3M | -7.7% | +36.3% | -44.0% | -13.5% |
| 6M | +14.0% | +6.6% | +7.4% | +11.5% |
| YTD | +34.4% | +27.1% | +7.3% | +27.1% |
| 1Y | +48.0% | +62.3% | -14.4% | +33.5% |
| 3Y | +113.3% | +245.1% | -131.8% | +64.8% |
| 5Y | +131.1% | +154.0% | -22.9% | +83.4% |
| All | +131.1% | +153.1% | -22.0% | +83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling