+335.2%
NEM vs ALC
+24.0%
+311.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.3% |
| 7D | +0.3% | -2.1% | +2.4% | +0.8% |
| 30D | +23.1% | -0.1% | +23.2% | +23.1% |
| 3M | +18.5% | +5.9% | +12.6% | +16.6% |
| 6M | +7.8% | -15.9% | +23.7% | +11.9% |
| YTD | +29.1% | -10.1% | +39.2% | +31.8% |
| 1Y | +72.7% | -10.2% | +82.9% | +76.0% |
| 3Y | +248.7% | -13.6% | +262.3% | +254.7% |
| 5Y | +148.7% | -15.1% | +163.8% | +147.1% |
| All | +335.2% | +24.0% | +311.1% | +277.7% |
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 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