+51.1%
NEM vs ADVB
-76.7%
+127.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -4.5% | +14.4% | +10.0% |
| 7D | +3.7% | -29.5% | +33.2% | +4.2% |
| 30D | +2.0% | -66.9% | +68.9% | +3.4% |
| 3M | +21.1% | -73.7% | +94.8% | +22.8% |
| 6M | +9.5% | -64.8% | +74.3% | +7.7% |
| YTD | +19.1% | -64.0% | +83.1% | +15.7% |
| 1Y | +51.1% | -77.0% | +128.1% | +61.8% |
| All | +51.1% | -76.7% | +127.8% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling