+325.2%
NEM vs ALC
+32.2%
+293.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | +14.7% | +2.1% | +12.7% | +14.2% |
| 30D | +6.2% | +17.2% | -11.0% | +2.2% |
| 3M | +11.0% | +4.6% | +6.4% | +9.7% |
| 6M | +7.9% | +20.1% | -12.2% | +2.9% |
| YTD | +26.2% | -4.2% | +30.3% | +26.7% |
| 1Y | +51.5% | +2.1% | +49.4% | +49.6% |
| 3Y | +290.6% | +4.5% | +286.1% | +280.1% |
| 5Y | +153.1% | -12.3% | +165.4% | +149.0% |
| All | +325.2% | +32.2% | +293.0% | +263.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling