+603.9%
NEM vs AMC
-97.5%
+701.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.3% | -4.8% | +3.6% |
| 7D | +14.7% | +6.6% | +8.1% | +14.8% |
| 30D | +6.2% | +14.1% | -7.9% | +6.3% |
| 3M | +11.0% | +31.3% | -20.3% | +11.2% |
| 6M | +7.9% | +126.7% | -118.8% | +8.7% |
| YTD | +26.2% | +117.9% | -91.8% | +27.1% |
| 1Y | +51.5% | +41.1% | +10.4% | +52.0% |
| 3Y | +290.6% | -61.0% | +351.6% | +289.5% |
| 5Y | +153.1% | -99.1% | +252.2% | +145.2% |
| 10Y | +332.4% | -98.7% | +431.1% | +375.2% |
| All | +603.9% | -97.5% | +701.4% | +651.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling