+8,164.6%
AMD vs NEM
+341.0%
+7,823.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.2% | +8.6% | +7.7% |
| 7D | +13.1% | +0.3% | +12.8% | +13.0% |
| 30D | -7.0% | +1.1% | -8.1% | -7.4% |
| 3M | +16.6% | +1.3% | +15.3% | +15.7% |
| 6M | +20.5% | -1.4% | +21.9% | +20.0% |
| YTD | +158.2% | +19.4% | +138.8% | +145.8% |
| 1Y | +132.8% | +32.9% | +99.8% | +116.4% |
| 3Y | +366.2% | +267.0% | +99.2% | +235.7% |
| 5Y | +278.7% | +131.0% | +147.7% | +194.7% |
| 10Y | +8,164.6% | +379.9% | +7,784.7% | +5,778.7% |
| All | +8,164.6% | +341.0% | +7,823.6% | +5,778.7% |
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