+476.9%
NEM vs ADM
+1,908.9%
-1,432.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | +0.3% | +3.8% | -3.5% | -0.4% |
| 30D | +23.1% | +9.8% | +13.3% | +20.9% |
| 3M | +18.5% | +2.1% | +16.4% | +17.7% |
| 6M | +7.8% | +27.5% | -19.7% | +2.6% |
| YTD | +29.1% | +50.2% | -21.1% | +19.3% |
| 1Y | +72.7% | +40.6% | +32.1% | +61.2% |
| 3Y | +248.7% | +17.2% | +231.5% | +231.2% |
| 5Y | +148.7% | +61.9% | +86.8% | +120.8% |
| 10Y | +304.8% | +159.3% | +145.5% | +222.6% |
| All | +476.9% | +1,908.9% | -1,432.0% | +326.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling