+71.1%
NEM vs ADP
-8.7%
+79.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +0.9% |
| 7D | +3.1% | -5.7% | +8.7% | +0.9% |
| 30D | +10.0% | -3.1% | +13.1% | +8.8% |
| 3M | +30.9% | +15.6% | +15.3% | +39.0% |
| 6M | +10.5% | +20.8% | -10.3% | +22.7% |
| YTD | +29.7% | +4.7% | +25.0% | +39.7% |
| 1Y | +71.1% | -8.3% | +79.4% | +80.1% |
| All | +71.1% | -8.7% | +79.8% | +80.1% |
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