+71.1%
NEM vs ALC
-14.0%
+85.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | +3.1% | -5.3% | +8.3% | +4.1% |
| 30D | +10.0% | -7.1% | +17.1% | +11.5% |
| 3M | +30.9% | +0.8% | +30.1% | +30.6% |
| 6M | +10.5% | -16.0% | +26.5% | +16.0% |
| YTD | +29.7% | -12.7% | +42.5% | +35.2% |
| 1Y | +71.1% | -12.8% | +84.0% | +74.7% |
| All | +71.1% | -14.0% | +85.1% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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