+344.1%
NEM vs ALM
+2,100.8%
-1,756.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.7% | -7.3% | -0.1% |
| 7D | -6.4% | +1.2% | -7.7% | -6.5% |
| 30D | +1.4% | -19.3% | +20.7% | +2.7% |
| 3M | -0.7% | -40.6% | +39.9% | +2.3% |
| 6M | -4.5% | -57.9% | +53.4% | 0.0% |
| YTD | +14.0% | -6.7% | +20.7% | +15.1% |
| 1Y | +27.3% | +20.2% | +7.1% | +27.1% |
| 3Y | +250.5% | +879.4% | -628.9% | +227.5% |
| 5Y | +121.1% | +415.3% | -294.2% | +107.6% |
| All | +344.1% | +2,100.8% | -1,756.7% | +310.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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