+301.8%
AMD vs NEM
+228.5%
+73.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.0% | +10.0% | +10.7% |
| 7D | -11.0% | +13.4% | -24.5% | -14.9% |
| 30D | -30.5% | +6.5% | -37.0% | -32.0% |
| 3M | -8.2% | +14.9% | -23.1% | -12.9% |
| 6M | +6.6% | +5.5% | +1.0% | +3.5% |
| YTD | +109.7% | +21.9% | +87.8% | +98.3% |
| 1Y | +88.9% | +47.9% | +41.0% | +73.2% |
| 3Y | +301.8% | +238.2% | +63.6% | +237.7% |
| All | +301.8% | +228.5% | +73.4% | +237.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling