+72.7%
NEM vs AR
+22.7%
+50.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.9% |
| 7D | +0.3% | +2.5% | -2.2% | +0.6% |
| 30D | +23.1% | +14.8% | +8.3% | +24.8% |
| 3M | +18.5% | +6.2% | +12.3% | +19.4% |
| 6M | +7.8% | +4.3% | +3.5% | +7.4% |
| YTD | +29.1% | +14.4% | +14.7% | +26.8% |
| 1Y | +72.7% | +21.3% | +51.3% | +68.8% |
| All | +72.7% | +22.7% | +50.0% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling