+256.2%
NEM vs AS
+134.9%
+121.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | +13.4% | +6.9% | +6.5% | +12.3% |
| 30D | +6.5% | +16.0% | -9.5% | +4.3% |
| 3M | +14.9% | -12.8% | +27.8% | +17.0% |
| 6M | +5.5% | -15.4% | +20.9% | +7.7% |
| YTD | +21.9% | -15.7% | +37.6% | +23.9% |
| 1Y | +47.9% | +6.1% | +41.8% | +47.8% |
| All | +256.2% | +134.9% | +121.3% | +221.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling