+199.0%
AMD vs NEM
+144.1%
+54.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.1% |
| YTD | +109.7% | +21.9% | +87.8% | +99.5% |
| 1Y | +88.9% | +47.9% | +41.0% | +74.0% |
| 3Y | +301.8% | +238.2% | +63.6% | +219.9% |
| All | +199.0% | +144.1% | +54.9% | +174.1% |
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