+263.2%
NEM vs AMIX
-99.9%
+363.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +8.8% | -13.0% | -4.2% |
| 7D | +11.6% | +11.4% | +0.2% | +11.6% |
| 30D | +1.8% | -40.5% | +42.3% | +2.0% |
| 3M | +2.5% | -80.1% | +82.6% | +3.1% |
| 6M | +3.4% | -74.8% | +78.2% | +2.3% |
| YTD | +20.9% | -84.0% | +104.9% | +19.6% |
| 1Y | +37.2% | -89.7% | +126.9% | +35.8% |
| All | +263.2% | -99.9% | +363.1% | +273.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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