+69.3%
NEM vs AR
+17.5%
+51.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.9% |
| 7D | +3.9% | -1.8% | +5.7% | +3.7% |
| 30D | +12.7% | +12.6% | +0.1% | +14.1% |
| 3M | +28.7% | +10.0% | +18.6% | +30.0% |
| 6M | +9.8% | +0.6% | +9.1% | +9.6% |
| YTD | +28.1% | +13.4% | +14.7% | +25.7% |
| 1Y | +69.3% | +21.7% | +47.6% | +65.0% |
| All | +69.3% | +17.5% | +51.9% | +65.0% |
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