+253.0%
NEM vs ACGL
+34.2%
+218.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.7% |
| 7D | +0.3% | -0.7% | +1.0% | +0.3% |
| 30D | +23.1% | -1.0% | +24.1% | +23.1% |
| 3M | +18.5% | +11.0% | +7.4% | +17.3% |
| 6M | +7.8% | -0.3% | +8.1% | +7.7% |
| YTD | +29.1% | +2.3% | +26.8% | +28.2% |
| 1Y | +72.7% | +6.4% | +66.3% | +70.3% |
| All | +253.0% | +34.2% | +218.8% | +253.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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