+620.4%
NEM vs AMC
-98.1%
+718.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.3% | -6.1% | -1.8% |
| 7D | +0.3% | +2.3% | -2.0% | +0.3% |
| 30D | +23.1% | -0.7% | +23.8% | +23.1% |
| 3M | +18.5% | +35.2% | -16.7% | +18.8% |
| 6M | +7.8% | +124.6% | -116.8% | +8.6% |
| YTD | +29.1% | +69.9% | -40.8% | +29.8% |
| 1Y | +72.7% | -2.6% | +75.2% | +72.8% |
| 3Y | +248.7% | -79.8% | +328.5% | +246.2% |
| 5Y | +148.7% | -99.4% | +248.1% | +140.3% |
| 10Y | +304.8% | -98.9% | +403.6% | +341.0% |
| All | +620.4% | -98.1% | +718.4% | +667.5% |
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