+72.7%
NEM vs ADVB
+5.8%
+66.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.8% |
| 7D | +0.3% | -3.8% | +4.1% | +0.3% |
| 30D | +23.1% | +17.6% | +5.5% | +22.9% |
| 3M | +18.5% | +119.1% | -100.6% | +17.9% |
| 6M | +7.8% | +103.4% | -95.6% | +6.2% |
| YTD | +29.1% | +59.8% | -30.7% | +26.8% |
| 1Y | +72.7% | +8.5% | +64.1% | +72.0% |
| All | +72.7% | +5.8% | +66.8% | +72.0% |
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