+11,477.5%
AMD vs NEM
+487.7%
+10,989.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +4.9% |
| 7D | +2.6% | +0.3% | +2.3% | +2.5% |
| 30D | -0.9% | +23.1% | -24.0% | -3.4% |
| 3M | -8.7% | +18.5% | -27.2% | -10.5% |
| 6M | +136.3% | +7.8% | +128.6% | +134.2% |
| YTD | +123.0% | +29.1% | +93.9% | +116.9% |
| 1Y | +195.2% | +72.7% | +122.5% | +178.6% |
| 3Y | +336.3% | +248.7% | +87.6% | +280.7% |
| 5Y | +334.5% | +148.7% | +185.8% | +287.7% |
| 10Y | +6,259.1% | +304.8% | +5,954.4% | +5,299.2% |
| All | +11,477.5% | +487.7% | +10,989.7% | +10,283.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling