+250.4%
NEM vs ADP
+18.0%
+232.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.9% |
| 7D | +0.3% | -3.4% | +3.7% | +0.2% |
| 30D | +23.1% | +2.8% | +20.3% | +23.2% |
| 3M | +18.5% | +20.9% | -2.4% | +18.8% |
| 6M | +7.8% | +29.9% | -22.1% | +8.5% |
| YTD | +29.1% | +9.6% | +19.5% | +34.3% |
| 1Y | +72.7% | -5.3% | +77.9% | +87.0% |
| All | +250.4% | +18.0% | +232.4% | +257.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling