+568.5%
NEM vs AMT
+1,433.3%
-864.8%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +14.7% | +0.4% | +14.4% | +14.7% |
| 30D | +6.2% | +3.7% | +2.5% | +5.8% |
| 3M | +11.0% | +10.7% | +0.3% | +10.0% |
| 6M | +7.9% | +9.3% | -1.4% | +6.8% |
| YTD | +26.2% | +10.9% | +15.2% | +24.6% |
| 1Y | +51.5% | +10.5% | +41.0% | +49.7% |
| 3Y | +290.6% | +15.5% | +275.0% | +284.3% |
| 5Y | +153.1% | -20.6% | +173.7% | +155.5% |
| 10Y | +332.4% | +124.5% | +207.9% | +307.1% |
| All | +568.5% | +1,433.3% | -864.8% | +460.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling