+476.9%
NEM vs AME
+18,709.1%
-18,232.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.0% |
| 7D | +0.3% | +0.6% | -0.3% | +0.2% |
| 30D | +23.1% | -6.7% | +29.8% | +24.3% |
| 3M | +18.5% | +4.1% | +14.4% | +17.8% |
| 6M | +7.8% | +1.6% | +6.2% | +7.6% |
| YTD | +29.1% | +16.1% | +13.0% | +26.5% |
| 1Y | +72.7% | +27.3% | +45.3% | +66.8% |
| 3Y | +248.7% | +50.9% | +197.9% | +226.9% |
| 5Y | +148.7% | +81.4% | +67.3% | +126.0% |
| 10Y | +304.8% | +417.0% | -112.2% | +213.1% |
| All | +476.9% | +18,709.1% | -18,232.2% | +316.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling