+360.1%
NEM vs ACM
+230.8%
+129.3%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +0.3% | -3.7% | +4.0% | +1.1% |
| 30D | +23.1% | -11.1% | +34.2% | +25.8% |
| 3M | +18.5% | -8.0% | +26.5% | +20.0% |
| 6M | +7.8% | -29.7% | +37.4% | +15.3% |
| YTD | +29.1% | -29.4% | +58.5% | +37.7% |
| 1Y | +72.7% | -46.4% | +119.1% | +95.1% |
| 3Y | +248.7% | -22.3% | +271.1% | +261.2% |
| 5Y | +148.7% | +4.5% | +144.2% | +139.3% |
| 10Y | +304.8% | +127.6% | +177.1% | +207.9% |
| All | +360.1% | +230.8% | +129.3% | +174.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling