+476.9%
NEM vs ADP
+11,097.1%
-10,620.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.5% |
| 7D | +0.3% | -3.4% | +3.7% | +0.7% |
| 30D | +23.1% | +2.8% | +20.3% | +22.7% |
| 3M | +18.5% | +20.9% | -2.4% | +15.5% |
| 6M | +7.8% | +29.9% | -22.1% | +3.8% |
| YTD | +29.1% | +9.6% | +19.5% | +27.0% |
| 1Y | +72.7% | -5.3% | +77.9% | +73.0% |
| 3Y | +248.7% | +16.5% | +232.3% | +239.3% |
| 5Y | +148.7% | +49.4% | +99.3% | +133.9% |
| 10Y | +304.8% | +282.2% | +22.6% | +237.0% |
| All | +476.9% | +11,097.1% | -10,620.2% | +367.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling