+231.8%
NEM vs AS
+125.3%
+106.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -2.1% | -4.5% |
| 7D | -5.9% | -3.6% | -2.3% | -5.3% |
| 30D | -2.6% | +3.4% | -5.9% | -2.9% |
| 3M | -4.2% | -8.6% | +4.4% | -3.1% |
| 6M | -5.5% | -10.0% | +4.6% | -4.2% |
| YTD | +13.5% | -19.2% | +32.7% | +16.3% |
| 1Y | +22.2% | -3.8% | +26.0% | +23.4% |
| All | +231.8% | +125.3% | +106.5% | +201.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling