+177.9%
NEM vs ADVB
-97.4%
+275.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.9% | -7.1% | -4.1% |
| 7D | +11.6% | -4.1% | +15.7% | +11.6% |
| 30D | +1.8% | -60.3% | +62.1% | +1.5% |
| 3M | +2.5% | -73.3% | +75.8% | +2.1% |
| 6M | +3.4% | -65.9% | +69.3% | +2.8% |
| YTD | +20.9% | -63.9% | +84.8% | +19.9% |
| 1Y | +37.2% | -74.1% | +111.3% | +34.9% |
| All | +177.9% | -97.4% | +275.3% | +182.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling