+131.0%
NEM vs AME
+77.3%
+53.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | +0.3% | +1.1% | -0.8% | -0.1% |
| 30D | +1.1% | -4.1% | +5.2% | +2.2% |
| 3M | +1.3% | -6.3% | +7.6% | +3.0% |
| 6M | -1.4% | +3.5% | -4.9% | -2.8% |
| YTD | +19.4% | +17.3% | +2.1% | +14.5% |
| 1Y | +32.9% | +22.0% | +10.9% | +26.3% |
| 3Y | +267.0% | +62.0% | +205.0% | +221.5% |
| 5Y | +131.0% | +78.5% | +52.5% | +88.0% |
| All | +131.0% | +77.3% | +53.7% | +88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling