+26.7%
NEM vs ADP
+25.3%
+1.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.5% | -5.4% | -4.8% |
| 7D | -5.9% | +0.3% | -6.2% | -5.8% |
| 30D | -2.6% | +11.6% | -14.2% | +1.3% |
| 3M | -4.2% | +15.1% | -19.3% | +0.8% |
| 6M | -5.5% | +46.0% | -51.5% | +10.1% |
| YTD | +13.5% | +22.4% | -8.9% | +29.3% |
| All | +26.7% | +25.3% | +1.4% | +44.1% |
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