+71.1%
NEM vs ACM
-48.7%
+119.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.3% | +1.7% |
| 7D | +3.1% | -3.7% | +6.7% | +3.6% |
| 30D | +10.0% | -12.7% | +22.7% | +12.0% |
| 3M | +30.9% | -9.8% | +40.7% | +32.3% |
| 6M | +10.5% | -31.4% | +41.9% | +18.3% |
| YTD | +29.7% | -32.1% | +61.8% | +39.6% |
| 1Y | +71.1% | -47.8% | +118.9% | +94.5% |
| All | +71.1% | -48.7% | +119.8% | +94.5% |
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