+268.7%
NEM vs AS
+142.2%
+126.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.4% | +3.0% |
| 7D | +14.7% | +5.8% | +8.9% | +13.8% |
| 30D | +6.2% | +15.4% | -9.1% | +4.0% |
| 3M | +11.0% | -11.9% | +22.9% | +12.8% |
| 6M | +7.9% | -9.9% | +17.8% | +9.1% |
| YTD | +26.2% | -13.1% | +39.2% | +27.7% |
| 1Y | +51.5% | +9.9% | +41.6% | +50.7% |
| All | +268.7% | +142.2% | +126.5% | +230.9% |
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