+180.1%
NEM vs ADVB
-97.5%
+277.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.2% | +1.0% |
| 7D | +13.4% | -13.9% | +27.3% | +13.4% |
| 30D | +6.5% | -68.1% | +74.6% | +6.1% |
| 3M | +14.9% | -73.4% | +88.3% | +14.4% |
| 6M | +5.5% | -70.8% | +76.3% | +4.8% |
| YTD | +21.9% | -66.1% | +88.0% | +20.8% |
| 1Y | +47.9% | -77.5% | +125.4% | +44.8% |
| All | +180.1% | -97.5% | +277.6% | +184.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling