+344.1%
NEM vs ALK
-45.9%
+390.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.6% |
| 7D | -6.4% | -1.2% | -5.2% | -6.3% |
| 30D | +1.4% | +7.7% | -6.3% | +0.7% |
| 3M | -0.7% | -19.0% | +18.3% | +1.1% |
| 6M | -4.5% | -0.2% | -4.3% | -4.7% |
| YTD | +14.0% | -23.5% | +37.5% | +15.8% |
| 1Y | +27.3% | -9.1% | +36.4% | +27.7% |
| 3Y | +250.5% | +12.0% | +238.5% | +243.0% |
| 5Y | +121.1% | -30.9% | +151.9% | +120.1% |
| All | +344.1% | -45.9% | +390.0% | +322.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling