+250.5%
NEM vs ADM
+11.2%
+239.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | +0.1% |
| 7D | -6.4% | +4.2% | -10.6% | -7.0% |
| 30D | +1.4% | -12.8% | +14.3% | +3.4% |
| 3M | -0.7% | -8.5% | +7.8% | +0.3% |
| 6M | -4.5% | -10.9% | +6.4% | -3.2% |
| YTD | +14.0% | +29.4% | -15.4% | +7.8% |
| 1Y | +27.3% | +27.5% | -0.3% | +20.7% |
| 3Y | +250.5% | +10.3% | +240.2% | +227.6% |
| All | +250.5% | +11.2% | +239.3% | +227.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling