+302.3%
NEM vs ACM
+134.0%
+168.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | -1.0% | -4.6% | +3.6% | -0.2% |
| 30D | +7.8% | +4.1% | +3.8% | +7.0% |
| 3M | +30.2% | -8.3% | +38.5% | +31.5% |
| 6M | +9.6% | -30.1% | +39.7% | +15.8% |
| YTD | +27.8% | -32.6% | +60.4% | +35.8% |
| 1Y | +60.7% | -49.6% | +110.3% | +79.2% |
| 3Y | +245.3% | -23.0% | +268.3% | +256.9% |
| 5Y | +155.3% | +2.0% | +153.4% | +152.6% |
| All | +302.3% | +134.0% | +168.3% | +247.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling