+120.2%
NEM vs AMC
-99.2%
+219.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.5% |
| 7D | -6.4% | +3.5% | -9.9% | -6.5% |
| 30D | +1.4% | +12.5% | -11.0% | +1.2% |
| 3M | -0.7% | +23.6% | -24.3% | -1.1% |
| 6M | -4.5% | +144.4% | -148.8% | -6.0% |
| YTD | +14.0% | +108.3% | -94.3% | +12.3% |
| 1Y | +27.3% | +38.9% | -11.6% | +25.8% |
| 3Y | +250.5% | -58.9% | +309.4% | +248.0% |
| All | +120.2% | -99.2% | +219.4% | +119.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling