+153.4%
NEM vs ADM
+64.4%
+88.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +3.9% | -0.1% | +3.9% | +3.9% |
| 30D | +12.7% | +11.0% | +1.7% | +10.5% |
| 3M | +28.7% | +6.0% | +22.7% | +26.9% |
| 6M | +9.8% | +26.9% | -17.2% | +4.2% |
| YTD | +28.1% | +50.0% | -21.9% | +17.8% |
| 1Y | +69.3% | +39.6% | +29.8% | +57.7% |
| 3Y | +247.7% | +18.5% | +229.1% | +227.6% |
| 5Y | +153.4% | +62.6% | +90.8% | +133.2% |
| All | +153.4% | +64.4% | +88.9% | +133.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling