+37.2%
NEM vs ADP
+24.1%
+13.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.1% | -5.3% | -3.8% |
| 7D | +11.6% | +3.2% | +8.4% | +12.7% |
| 30D | +1.8% | +12.8% | -11.0% | +6.2% |
| 3M | +2.5% | +12.3% | -9.8% | +6.9% |
| 6M | +3.4% | +45.4% | -42.0% | +20.4% |
| YTD | +20.9% | +21.4% | -0.5% | +37.3% |
| 1Y | +37.2% | +23.7% | +13.5% | +56.7% |
| All | +37.2% | +24.1% | +13.1% | +56.7% |
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