+274.4%
NEM vs AS
+114.1%
+160.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.1% | -0.4% |
| 7D | +3.9% | -2.6% | +6.5% | +4.2% |
| 30D | +12.7% | -22.1% | +34.8% | +16.7% |
| 3M | +28.7% | -15.3% | +44.0% | +31.5% |
| 6M | +9.8% | -15.6% | +25.3% | +12.1% |
| YTD | +28.1% | -23.2% | +51.3% | +32.1% |
| 1Y | +69.3% | -21.7% | +91.0% | +74.1% |
| All | +274.4% | +114.1% | +160.3% | +242.3% |
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