+153.4%
NEM vs ADP
+47.6%
+105.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.4% |
| 7D | +3.9% | -5.5% | +9.3% | +4.6% |
| 30D | +12.7% | -1.2% | +14.0% | +12.9% |
| 3M | +28.7% | +17.9% | +10.8% | +25.3% |
| 6M | +9.8% | +20.3% | -10.6% | +6.8% |
| YTD | +28.1% | +5.8% | +22.3% | +28.6% |
| 1Y | +69.3% | -7.7% | +77.1% | +76.7% |
| 3Y | +247.7% | +14.7% | +232.9% | +237.8% |
| 5Y | +153.4% | +45.8% | +107.6% | +140.3% |
| All | +153.4% | +47.6% | +105.8% | +140.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling