+247.7%
NEM vs ACM
-19.8%
+267.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | +3.9% | -0.3% | +4.1% | +3.9% |
| 30D | +12.7% | -12.9% | +25.6% | +16.3% |
| 3M | +28.7% | -6.4% | +35.0% | +29.9% |
| 6M | +9.8% | -29.2% | +39.0% | +19.9% |
| YTD | +28.1% | -29.9% | +58.0% | +39.9% |
| 1Y | +69.3% | -47.3% | +116.6% | +102.1% |
| 3Y | +247.7% | -19.6% | +267.3% | +246.0% |
| All | +247.7% | -19.8% | +267.5% | +246.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling