+250.5%
NEM vs AME
+55.9%
+194.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | +3.1% | +1.3% | +1.7% | +2.6% |
| 30D | +10.0% | -6.6% | +16.6% | +12.5% |
| 3M | +30.9% | +3.0% | +27.9% | +29.3% |
| 6M | +10.5% | +5.3% | +5.2% | +8.6% |
| YTD | +29.7% | +15.4% | +14.3% | +25.6% |
| 1Y | +71.1% | +26.8% | +44.3% | +62.7% |
| All | +250.5% | +55.9% | +194.5% | +218.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling