+300.2%
NEM vs ADM
+178.5%
+121.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -3.3% | +3.0% | -6.3% | -3.8% |
| 30D | +7.8% | +8.7% | -0.9% | +6.0% |
| 3M | +36.3% | +7.6% | +28.6% | +34.0% |
| 6M | +6.6% | +26.9% | -20.3% | +1.2% |
| YTD | +27.1% | +54.3% | -27.1% | +16.2% |
| 1Y | +62.3% | +45.7% | +16.7% | +49.8% |
| 3Y | +245.1% | +21.9% | +223.2% | +223.6% |
| 5Y | +154.0% | +67.2% | +86.8% | +121.9% |
| All | +300.2% | +178.5% | +121.7% | +194.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling