+503.3%
NEM vs AR
-33.4%
+536.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | +13.4% | -14.3% | +27.7% | +14.7% |
| 30D | +6.5% | +1.4% | +5.1% | +6.2% |
| 3M | +14.9% | +3.4% | +11.5% | +14.4% |
| 6M | +5.5% | -2.1% | +7.6% | +5.3% |
| YTD | +21.9% | +4.7% | +17.2% | +20.4% |
| 1Y | +47.9% | +10.6% | +37.3% | +45.3% |
| 3Y | +238.2% | +24.6% | +213.6% | +225.7% |
| 5Y | +146.2% | +71.9% | +74.3% | +127.9% |
| 10Y | +309.3% | +46.4% | +263.0% | +330.0% |
| All | +503.3% | -33.4% | +536.7% | +572.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling