+433.6%
NEM vs ADP
+12,335.4%
-11,901.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +0.3% | +0.9% | -0.6% | +0.2% |
| 30D | +1.1% | +11.9% | -10.8% | -0.3% |
| 3M | +1.3% | +13.7% | -12.4% | -0.3% |
| 6M | -1.4% | +46.8% | -48.2% | -6.3% |
| YTD | +19.4% | +21.8% | -2.4% | +15.9% |
| 1Y | +32.9% | +23.5% | +9.4% | +28.8% |
| 3Y | +267.0% | +44.1% | +222.9% | +247.7% |
| 5Y | +131.0% | +49.9% | +81.1% | +117.1% |
| 10Y | +379.9% | +318.8% | +61.1% | +294.9% |
| All | +433.6% | +12,335.4% | -11,901.8% | +326.3% |
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 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