+304.4%
NEM vs AMCR
+96.6%
+207.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.3% |
| 7D | +3.9% | -1.8% | +5.7% | +4.3% |
| 30D | +12.7% | -6.0% | +18.7% | +14.4% |
| 3M | +28.7% | +18.9% | +9.7% | +23.3% |
| 6M | +9.8% | +5.7% | +4.1% | +8.0% |
| YTD | +28.1% | +11.1% | +17.0% | +24.6% |
| 1Y | +69.3% | +12.7% | +56.6% | +64.0% |
| 3Y | +247.7% | +9.6% | +238.1% | +236.2% |
| 5Y | +153.4% | -10.3% | +163.7% | +154.1% |
| 10Y | +291.3% | +16.5% | +274.8% | +266.9% |
| All | +304.4% | +96.6% | +207.7% | +280.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling