+6,351.7%
AMD vs NEM
+320.2%
+6,031.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.0% | +10.0% | +10.8% |
| 7D | -11.0% | +13.4% | -24.5% | -14.3% |
| 30D | -30.5% | +6.5% | -37.0% | -31.8% |
| 3M | -8.2% | +14.9% | -23.1% | -12.2% |
| 6M | +6.6% | +5.5% | +1.0% | +4.4% |
| YTD | +109.7% | +21.9% | +87.8% | +98.6% |
| 1Y | +88.9% | +47.9% | +41.0% | +71.6% |
| 3Y | +301.8% | +238.2% | +63.6% | +195.7% |
| 5Y | +229.4% | +146.2% | +83.2% | +152.5% |
| All | +6,351.7% | +320.2% | +6,031.5% | +4,371.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling