+51.1%
NEM vs AMCR
+32.3%
+18.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.3% | +6.6% | +8.3% |
| 7D | +3.7% | +6.2% | -2.5% | +0.8% |
| 30D | +2.0% | +16.0% | -14.1% | -5.1% |
| 3M | +21.1% | +4.4% | +16.7% | +18.4% |
| 6M | +9.5% | +35.5% | -26.0% | -6.3% |
| YTD | +19.1% | +21.5% | -2.5% | +9.9% |
| 1Y | +51.1% | +30.7% | +20.4% | +31.7% |
| All | +51.1% | +32.3% | +18.8% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling