+379.9%
NEM vs AMC
-98.7%
+478.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -1.3% |
| 7D | +0.3% | -2.8% | +3.1% | +0.3% |
| 30D | +1.1% | +14.0% | -12.9% | +1.2% |
| 3M | +1.3% | +42.5% | -41.2% | +1.6% |
| 6M | -1.4% | +142.6% | -143.9% | -0.5% |
| YTD | +19.4% | +119.2% | -99.8% | +20.4% |
| 1Y | +32.9% | +40.7% | -7.8% | +33.5% |
| 3Y | +267.0% | -57.3% | +324.3% | +266.3% |
| 5Y | +131.0% | -99.1% | +230.1% | +123.2% |
| 10Y | +379.9% | -98.7% | +478.6% | +346.2% |
| All | +379.9% | -98.7% | +478.6% | +346.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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