+120.2%
NEM vs ADM
+26.4%
+93.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | 0.0% |
| 7D | -6.4% | +4.2% | -10.6% | -7.1% |
| 30D | +1.4% | -12.8% | +14.3% | +3.7% |
| 3M | -0.7% | -8.5% | +7.8% | +0.5% |
| 6M | -4.5% | -10.9% | +6.4% | -3.0% |
| YTD | +14.0% | +29.4% | -15.4% | +7.4% |
| 1Y | +27.3% | +27.5% | -0.3% | +20.2% |
| 3Y | +250.5% | +10.3% | +240.2% | +232.4% |
| All | +120.2% | +26.4% | +93.8% | +109.9% |
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 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