+332.4%
NEM vs ALK
-37.5%
+369.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.1% | -3.6% | +2.8% |
| 7D | +14.7% | +8.9% | +5.8% | +13.8% |
| 30D | +6.2% | +5.9% | +0.3% | +5.5% |
| 3M | +11.0% | -16.5% | +27.5% | +12.6% |
| 6M | +7.9% | +2.1% | +5.8% | +7.2% |
| YTD | +26.2% | -17.1% | +43.3% | +27.1% |
| 1Y | +51.5% | -2.9% | +54.4% | +50.9% |
| 3Y | +290.6% | +24.5% | +266.1% | +278.8% |
| 5Y | +153.1% | -29.1% | +182.2% | +150.6% |
| 10Y | +332.4% | -39.1% | +371.5% | +302.5% |
| All | +332.4% | -37.5% | +369.9% | +302.5% |
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