+319.4%
NEM vs ADP
+270.4%
+48.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | +3.1% | -5.7% | +8.7% | +4.0% |
| 30D | +10.0% | -3.1% | +13.1% | +10.5% |
| 3M | +30.9% | +15.6% | +15.3% | +27.5% |
| 6M | +10.5% | +20.8% | -10.3% | +6.5% |
| YTD | +29.7% | +4.7% | +25.0% | +28.4% |
| 1Y | +71.1% | -8.3% | +79.4% | +74.1% |
| 3Y | +252.1% | +13.6% | +238.5% | +241.0% |
| 5Y | +157.7% | +45.0% | +112.7% | +137.6% |
| 10Y | +319.4% | +279.0% | +40.4% | +203.9% |
| All | +319.4% | +270.4% | +48.9% | +203.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling