+287.8%
NEM vs AMIX
-99.9%
+387.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.8% |
| 7D | +0.3% | -13.7% | +14.0% | +0.4% |
| 30D | +23.1% | -62.1% | +85.1% | +23.5% |
| 3M | +18.5% | -46.2% | +64.7% | +16.9% |
| 6M | +7.8% | -46.4% | +54.2% | +6.2% |
| YTD | +29.1% | -60.3% | +89.4% | +27.2% |
| 1Y | +72.7% | -79.7% | +152.3% | +70.2% |
| All | +287.8% | -99.9% | +387.7% | +297.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling