+242.5%
NEM vs AMIX
-100.0%
+342.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.4% |
| 7D | -6.4% | -9.9% | +3.4% | -6.4% |
| 30D | +1.4% | -52.8% | +54.2% | +1.7% |
| 3M | -0.7% | -80.0% | +79.3% | -0.1% |
| 6M | -4.5% | -80.2% | +75.8% | -5.4% |
| YTD | +14.0% | -88.1% | +102.2% | +13.0% |
| 1Y | +27.3% | -91.1% | +118.3% | +26.1% |
| All | +242.5% | -100.0% | +342.5% | +252.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling