+476.9%
NEM vs ALK
+839.9%
-363.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -1.8% |
| 7D | +0.3% | -0.7% | +1.0% | +0.3% |
| 30D | +23.1% | -19.2% | +42.3% | +23.6% |
| 3M | +18.5% | -1.5% | +20.0% | +18.5% |
| 6M | +7.8% | -13.1% | +20.8% | +7.9% |
| YTD | +29.1% | -16.4% | +45.5% | +29.3% |
| 1Y | +72.7% | -33.1% | +105.7% | +73.3% |
| 3Y | +248.7% | +0.6% | +248.1% | +247.8% |
| 5Y | +148.7% | -26.4% | +175.1% | +148.1% |
| 10Y | +304.8% | -34.2% | +338.9% | +301.5% |
| All | +476.9% | +839.9% | -363.0% | +565.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling