+302.3%
NEM vs AMCR
+14.6%
+287.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.0% |
| 7D | -1.0% | -6.3% | +5.3% | +0.8% |
| 30D | +7.8% | -7.8% | +15.6% | +10.3% |
| 3M | +30.2% | +7.5% | +22.7% | +27.3% |
| 6M | +9.6% | +2.7% | +6.9% | +8.3% |
| YTD | +27.8% | +6.0% | +21.8% | +25.2% |
| 1Y | +60.7% | +7.8% | +52.9% | +56.6% |
| 3Y | +245.3% | +5.8% | +239.5% | +234.5% |
| 5Y | +155.3% | -11.6% | +167.0% | +157.2% |
| All | +302.3% | +14.6% | +287.7% | +280.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling