+153.4%
NEM vs AMT
-31.2%
+184.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +3.9% | -0.2% | +4.0% | +3.9% |
| 30D | +12.7% | +1.8% | +10.9% | +12.0% |
| 3M | +28.7% | -6.2% | +34.8% | +30.8% |
| 6M | +9.8% | -5.0% | +14.8% | +10.8% |
| YTD | +28.1% | +2.1% | +26.0% | +25.5% |
| 1Y | +69.3% | -5.7% | +75.1% | +70.6% |
| 3Y | +247.7% | +7.9% | +239.7% | +228.3% |
| 5Y | +153.4% | -32.3% | +185.7% | +163.3% |
| All | +153.4% | -31.2% | +184.6% | +163.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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