+40,736.4%
ADI vs NEM
+419.1%
+40,317.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -2.8% |
| 7D | +9.5% | -6.4% | +15.9% | +9.9% |
| 30D | -1.4% | +1.4% | -2.8% | -1.5% |
| 3M | +4.7% | -0.7% | +5.4% | +4.7% |
| 6M | -7.4% | -4.5% | -3.0% | -7.4% |
| YTD | +48.1% | +14.0% | +34.0% | +46.5% |
| 1Y | +69.6% | +27.3% | +42.4% | +66.9% |
| 3Y | +144.4% | +250.5% | -106.1% | +127.5% |
| 5Y | +134.1% | +121.1% | +13.1% | +121.2% |
| 10Y | +632.8% | +358.3% | +274.4% | +573.9% |
| All | +40,736.4% | +419.1% | +40,317.3% | +39,305.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling