+51.1%
NEM vs ADP
+20.3%
+30.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.5% | +7.4% | +10.7% |
| 7D | +3.7% | +6.4% | -2.7% | +5.9% |
| 30D | +2.0% | +16.6% | -14.7% | +7.7% |
| 3M | +21.1% | +12.9% | +8.2% | +26.6% |
| 6M | +9.5% | +45.7% | -36.1% | +27.6% |
| YTD | +19.1% | +20.6% | -1.6% | +35.7% |
| 1Y | +51.1% | +20.5% | +30.6% | +72.7% |
| All | +51.1% | +20.3% | +30.8% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 1y: compounded portfolio wealth divided by compounded ADP 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…
1y analysis · Full analysis span regression · 6 months rolling