+349.6%
NEM vs ACM
+250.7%
+98.9%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.2% | -1.7% | +2.4% |
| 7D | +14.7% | +6.9% | +7.8% | +13.1% |
| 30D | +6.2% | +19.1% | -12.8% | +2.3% |
| 3M | +11.0% | -6.9% | +17.9% | +12.3% |
| 6M | +7.9% | -12.0% | +19.9% | +10.0% |
| YTD | +26.2% | -25.1% | +51.3% | +32.8% |
| 1Y | +51.5% | -45.4% | +96.9% | +70.5% |
| 3Y | +290.6% | -6.9% | +297.5% | +289.3% |
| 5Y | +153.1% | +3.7% | +149.3% | +144.2% |
| 10Y | +332.4% | +135.8% | +196.6% | +226.8% |
| All | +349.6% | +250.7% | +98.9% | +164.3% |
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