+295.8%
AMD vs NEM
+121.3%
+174.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.9% | +10.8% | +7.2% |
| 7D | +44.7% | -5.9% | +50.6% | +47.1% |
| 30D | -3.3% | -2.6% | -0.8% | -2.9% |
| 3M | +21.2% | -4.2% | +25.4% | +22.0% |
| 6M | +30.6% | -5.5% | +36.0% | +31.1% |
| YTD | +173.3% | +13.5% | +159.8% | +164.7% |
| 1Y | +126.1% | +22.2% | +103.9% | +115.9% |
| 3Y | +393.5% | +249.0% | +144.6% | +292.0% |
| 5Y | +295.8% | +120.1% | +175.7% | +255.4% |
| All | +295.8% | +121.3% | +174.5% | +255.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling