+95.5%
AMD vs NEM
+50.9%
+44.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.9% | -8.9% | -4.5% |
| 7D | -15.5% | +3.7% | -19.2% | -17.3% |
| 30D | -22.6% | +2.0% | -24.6% | -23.7% |
| 3M | -5.7% | +21.1% | -26.9% | -18.4% |
| 6M | +43.1% | +9.5% | +33.6% | +33.1% |
| YTD | +128.2% | +19.1% | +109.2% | +96.6% |
| 1Y | +95.5% | +51.1% | +44.4% | +31.8% |
| All | +95.5% | +50.9% | +44.6% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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