+406.7%
NEM vs ALM
+7,705.7%
-7,299.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.8% |
| 7D | +0.3% | -2.6% | +2.9% | +0.3% |
| 30D | +23.1% | +32.0% | -8.9% | +23.1% |
| 3M | +18.5% | -15.0% | +33.5% | +18.4% |
| 6M | +7.8% | -10.1% | +17.9% | +7.8% |
| YTD | +29.1% | +99.4% | -70.3% | +29.5% |
| 1Y | +72.7% | +316.4% | -243.7% | +73.7% |
| 3Y | +248.7% | +2,022.0% | -1,773.2% | +254.7% |
| 5Y | +148.7% | +941.2% | -792.5% | +152.3% |
| 10Y | +304.8% | +2,950.3% | -2,645.6% | +317.1% |
| All | +406.7% | +7,705.7% | -7,299.1% | +450.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling