+337.5%
AMD vs NEM
+151.0%
+186.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +5.2% |
| 7D | +2.6% | +0.3% | +2.3% | +2.4% |
| 30D | -0.9% | +23.1% | -24.0% | -6.8% |
| 3M | -8.7% | +18.5% | -27.2% | -13.4% |
| 6M | +136.3% | +7.8% | +128.6% | +129.2% |
| YTD | +123.0% | +29.1% | +93.9% | +109.3% |
| 1Y | +195.2% | +72.7% | +122.5% | +163.4% |
| 3Y | +336.3% | +248.7% | +87.6% | +243.7% |
| All | +337.5% | +151.0% | +186.5% | +271.1% |
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