+238.2%
NEM vs AR
+19.9%
+218.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | +13.4% | -14.3% | +27.7% | +15.0% |
| 30D | +6.5% | +1.4% | +5.1% | +6.0% |
| 3M | +14.9% | +3.4% | +11.5% | +14.0% |
| 6M | +5.5% | -2.1% | +7.6% | +5.1% |
| YTD | +21.9% | +4.7% | +17.2% | +18.5% |
| 1Y | +47.9% | +10.6% | +37.3% | +42.1% |
| 3Y | +238.2% | +24.6% | +213.6% | +219.3% |
| All | +238.2% | +19.9% | +218.2% | +219.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling