+153.1%
NEM vs ADP
+48.1%
+105.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | +14.7% | +1.1% | +13.6% | +14.6% |
| 30D | +6.2% | +11.5% | -5.3% | +4.8% |
| 3M | +11.0% | +12.0% | -1.0% | +9.4% |
| 6M | +7.9% | +43.8% | -35.9% | +2.0% |
| YTD | +26.2% | +20.1% | +6.1% | +24.6% |
| 1Y | +51.5% | +22.3% | +29.2% | +48.8% |
| 3Y | +290.6% | +43.3% | +247.3% | +262.4% |
| 5Y | +153.1% | +47.3% | +105.7% | +134.1% |
| All | +153.1% | +48.1% | +105.0% | +134.1% |
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 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