+71.1%
NEM vs ALM
+312.4%
-241.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.4% | +2.2% |
| 7D | +3.1% | +3.6% | -0.6% | +2.1% |
| 30D | +10.0% | +33.8% | -23.8% | +2.6% |
| 3M | +30.9% | +14.8% | +16.1% | +25.0% |
| 6M | +10.5% | -7.0% | +17.5% | +8.8% |
| YTD | +29.7% | +108.1% | -78.3% | +11.4% |
| 1Y | +71.1% | +313.8% | -242.6% | +33.8% |
| All | +71.1% | +312.4% | -241.2% | +33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling