+114.8%
NEM vs AMRZ
-20.3%
+135.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.6% |
| 7D | -3.3% | -8.1% | +4.8% | -0.9% |
| 30D | +7.8% | -14.8% | +22.7% | +12.8% |
| 3M | +36.3% | -19.7% | +56.0% | +44.5% |
| 6M | +6.6% | -30.8% | +37.4% | +16.9% |
| YTD | +27.1% | -24.3% | +51.4% | +38.1% |
| 1Y | +62.3% | -24.0% | +86.4% | +75.6% |
| All | +114.8% | -20.3% | +135.1% | +134.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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