+302.3%
NEM vs AME
+445.1%
-142.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.7% | -0.2% |
| 7D | -1.0% | +1.7% | -2.7% | -1.4% |
| 30D | +7.8% | -6.4% | +14.3% | +9.5% |
| 3M | +30.2% | +7.1% | +23.1% | +28.0% |
| 6M | +9.6% | +8.2% | +1.4% | +7.7% |
| YTD | +27.8% | +18.2% | +9.6% | +23.6% |
| 1Y | +60.7% | +26.7% | +34.0% | +53.2% |
| 3Y | +245.3% | +60.7% | +184.6% | +211.5% |
| 5Y | +155.3% | +91.6% | +63.8% | +120.8% |
| All | +302.3% | +445.1% | -142.7% | +218.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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