+330.9%
NEM vs ACM
+252.7%
+78.1%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.6% | -4.8% | -4.3% |
| 7D | +11.6% | +6.6% | +5.0% | +10.1% |
| 30D | +1.8% | +19.8% | -18.0% | -2.1% |
| 3M | +2.5% | -3.1% | +5.7% | +2.8% |
| 6M | +3.4% | -11.5% | +14.9% | +5.3% |
| YTD | +20.9% | -24.7% | +45.6% | +27.1% |
| 1Y | +37.2% | -45.1% | +82.2% | +54.2% |
| 3Y | +271.6% | -8.9% | +280.5% | +272.1% |
| 5Y | +136.6% | +5.4% | +131.3% | +127.6% |
| 10Y | +342.6% | +131.1% | +211.6% | +236.5% |
| All | +330.9% | +252.7% | +78.1% | +153.0% |
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 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