+539.2%
NEM vs AR
-27.2%
+566.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | +0.3% | +2.5% | -2.2% | +0.1% |
| 30D | +23.1% | +14.8% | +8.3% | +21.7% |
| 3M | +18.5% | +6.2% | +12.3% | +17.8% |
| 6M | +7.8% | +4.3% | +3.5% | +6.9% |
| YTD | +29.1% | +14.4% | +14.7% | +26.9% |
| 1Y | +72.7% | +21.3% | +51.3% | +68.6% |
| 3Y | +248.7% | +39.8% | +208.9% | +233.1% |
| 5Y | +148.7% | +142.1% | +6.6% | +124.5% |
| 10Y | +304.8% | +52.0% | +252.7% | +327.8% |
| All | +539.2% | -27.2% | +566.4% | +608.6% |
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