+51.1%
NEM vs ACM
-46.6%
+97.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.9% | +7.0% | +9.4% |
| 7D | +3.7% | +9.5% | -5.8% | +2.3% |
| 30D | +2.0% | +14.7% | -12.7% | -0.1% |
| 3M | +21.1% | -9.5% | +30.6% | +22.4% |
| 6M | +9.5% | -18.0% | +27.6% | +13.0% |
| YTD | +19.1% | -27.3% | +46.3% | +26.8% |
| 1Y | +51.1% | -47.0% | +98.1% | +75.4% |
| All | +51.1% | -46.6% | +97.7% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling