+190.0%
NEM vs ADVB
-97.4%
+287.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | 0.0% | +3.5% |
| 7D | +14.7% | -1.2% | +15.9% | +14.7% |
| 30D | +6.2% | -61.4% | +67.6% | +5.9% |
| 3M | +11.0% | -67.8% | +78.8% | +10.5% |
| 6M | +7.9% | -66.9% | +74.8% | +7.2% |
| YTD | +26.2% | -64.9% | +91.1% | +25.1% |
| 1Y | +51.5% | -74.8% | +126.3% | +48.9% |
| All | +190.0% | -97.4% | +287.4% | +194.7% |
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